Laajuus: 6
Aikataulu: 07.01.2019 - 21.02.2019
Vastuuopettaja (voimassa 01.08.2018-31.07.2020):
Peter Nyberg
Opetusperiodi (voimassa 01.08.2018-31.07.2020):
III (spring 2019) Otaniemi campus
III (spring 2020) Otaniemi campus
Osaamistavoitteet (voimassa 01.08.2018-31.07.2020):
By the end of the course, students should be able to
- Demonstrate a familiarity with portfolio theory and equilibrium-based asset pricing models such as the CAPM.
- Evaluate the performance of an investment portfolio and understand the role that skill and luck play in observed investment outcomes.
- Demonstrate a familiarity with the theories and empirical studies of efficiency in major financial markets.
- Understand the role of systematic factors in the behavior of asset returns.
- Identify the behaviour of individual investors and systematic trading biases, as well as the implications on capital market efficiency.
- Communicate an investment strategy and trade according to the strategy.
Sisältö (voimassa 01.08.2018-31.07.2020):
Portfolio theory, asset pricing models, market efficiency, portfolio management, factor investing and investor behavior.
Toteutus, työmuodot ja arvosteluperusteet (voimassa 01.08.2018-31.07.2020):
1. Lectures 24 h, Assistant Professor Peter Nyberg
2. Exercises 24 h (25%), N.n.
3. Investment game (25%)
4. Exam (50%), based on all course material
Työmäärä toteutustavoittain (voimassa 01.08.2018-31.07.2020):
Classroom hours 24 h
Exercise hours 24 h
Class preparation 22 h
Exercise preparation 50 h
Exam preparation 36 h
Exam 3 h
Oppimateriaali (voimassa 01.08.2018-31.07.2020):
Bodie, Kane & Marcus (2014, 10th edition). Investments. Earlier editions can also be used.
Kurssin kotisivu (voimassa 01.08.2018-31.07.2020):
MyCourses 28C00300 Investment Management
Esitiedot (voimassa 01.08.2018-31.07.2020):
Econometrics for Finance or corresponding knowledge of econometrics and statistics.
Arvosteluasteikko (voimassa 01.08.2018-31.07.2020):
0-5
Ilmoittautuminen (voimassa 01.08.2018-31.07.2020):
Registration for course and exams via Weboodi. Further instructions on the course web page, instructions are also given on the first excercise session.
For any registration related matter, please contact the department study coordinator.
Lisätietoja (voimassa 01.08.2018-31.07.2020):
A maximum of 10 students of Financial Engineering minor will be admitted to the course based on the study success. For more information, please contact the coordinator of the Financial Engineering minor Kaila Ruth or see the Study Guide for Minor studies (SCI).
- Opettaja: Nyberg Peter
- Opettaja: Yu Wenjia