Omfattning: 6

Tidtabel: 27.02.2020 - 08.04.2020

Ansvarslärare (är i kraft 01.08.2018-31.07.2020): 

Sean Shin

Kontaktuppgifter till kursens personal (gäller denna kursomgång): 

Feel free to ask any questions via email.

 

Undervisningsperiod (är i kraft 01.08.2018-31.07.2020): 

IV (Spring 2019) Otaniemi campus

IV (Spring 2020) Otaniemi campus

Lärandemål (är i kraft 01.08.2018-31.07.2020): 

By the end of the course students, students will be familiar with basic quantitative methods used for analyzing financial data; be able to implement those skills in the context of potential applications for portfolio construction using a programming language.

Innehåll (är i kraft 01.08.2018-31.07.2020): 

This course covers basic quantitative skills for analyzing financial data. This course also reviews basic academic papers related to empirical topics, such as behaviors of securities prices relative to the benchmark asset pricing models.


Details of assignments will be provided by the lecturer through MyCourses.

Närmare beskrivning av kursens innehåll (gäller denna kursomgång): 

The following contents are tentative and subject to change as needed:

#1. Course Orientation and Introduction. 

 

#2. Evaluating asset returns: Time-Series vs. Cross-sectional tests.

#3. Value Investing. 

#4. Momentum Investing. 

#5. Quality Investing, Betting against Beta, and Q-factor Model 

#6. Group Presentation: Key Paper and Project Execution Plan

#7. Factor Investing: is it robust?  

#8. Investing Other Asset Market: Fixed Income Markets   

#9. Big Data and Machine Learning in Finance Research

#10. Big Data and Machine Learning in Finance Research (cont.)

#11. Final Group Presentation 1

#12. Final Group Presentation 2

 

 

Metoder, arbetssätt och bedömningsgrunder (är i kraft 01.08.2018-31.07.2020): 

The final grade (0 – 5 scale) is based on total points (max 100 points); combining assignments (50 %) and exam (50 %) points. To pass the course, you have to get at least 40% of exam points, i.e. 20 points. Conditional on that, your final grade is based on the following scale:  

90≤x≤100: Final grade = 5
80≤x<90: Final grade = 4
70≤x<80: Final grade = 3
60≤x<70: Final grade = 2
50≤x<60: Final grade = 1
0≤ x<50: Final grade = 0, Fail

Närmare information om bedömningsgrunderna och -metoderna och om hur den studerande kan ta del av bedömningen (gäller denna kursomgång): 

 

Individual Assignment (15%)

Group Works (35%)

Exam (50%)

 

 

Arbetsmängd (är i kraft 01.08.2018-31.07.2020): 

Classroom hours 24h
Class preparation 40h
Assignments/projects 60h
Preparing Exam 34h
Exam 2h

Total 160h (6 op)

Preciserad belastningsberäkning (gäller denna kursomgång): 

-

Studiematerial (är i kraft 01.08.2018-31.07.2020): 

Readings, slides, and other materials will be provided by the lecturer through MyCourses.

Närmare information om kursmaterial (gäller denna kursomgång): 

-

Förkunskaper (är i kraft 01.08.2018-31.07.2020): 

Investment Management (28C00300) and Econometrics for Finance (28C00200), or equivalent courses.

Bedömningsskala (är i kraft 01.08.2018-31.07.2020): 

0-5

Anmälning (är i kraft 01.08.2018-31.07.2020): 

The course registration is done via WebOodi and closes always 7 days before the first lecture/ start of the teaching period. The study coordinator will check the registrations first and then discuss with the lecturer and provide the lists. We have student quotas for our M.Sc. level courses and we use prioritization list.

Tilläggsinformation (är i kraft 01.08.2018-31.07.2020): 

A maximum of 40 students can be accepted to the course.

First priority are Finance M.Sc. programme students (i.e. who have graduated as B.Sc.) and CEMS students (those courses that have been designated as CEMS courses).

Remaining seats are prioritized as follows, in the order of registration in WebOodi within one category:
1. Finance M.Sc. exchange students from other universities
2. Aalto Finance B.Sc. students with a finished B.Sc. thesis (registered in transcript of records)
3. All other M.Sc. students

Please follow carefully the registration deadlines of the courses and exams! Missing registration deadline automatically foregoes a guaranteed seat for Finance M.Sc. courses and puts prospective student at the bottom of the prioritization list.

Students may be required to confirm their registration by signing the participation list circulated during the first lecture.

Tilläggsinformation om kursen (gäller denna kursomgång): 

-

Närmare information om tidtabellen (gäller denna kursomgång): 

This will be announced during the first class.

Beskrivning

Anmälning och tillläggsinformation