Week |
Topic |
Content and Reading Assignment |
Teaching Activities and Homework |
In-class Hours |
Outside-of-class Hours |
1
(18/9/2020) |
Overview of the financial market |
BKM Chapters 1, 2, 3 |
Class 1 |
3 |
5 |
2
(25/9/2020) |
Risk and return |
BKM Chapter 5 |
Class 2 |
3 |
5 |
3
(2/10/2020)
Mid Autumn Festival |
|
|
|
|
|
4
(9/10/2020)
National Day |
|
|
|
|
|
5
(16/10/2020) |
Mean-variance criterion |
BKM Chapter 6 |
Class 3
Homework 1 assignment |
3 |
5 |
6
(23/10/2020) |
Modern portfolio theory |
BKM Chapter 7 |
Class 4 |
3 |
5 |
7
(30/10/2020) |
Applications of modern portfolio theory |
BKM Chapters 7, 8 |
Class 5
Homework 1 due |
3 |
5 |
8
(6/11/2020) |
Market Equilibrium and CAPM |
BKM Chapter 9 |
Class 6 |
3 |
5 |
9
(13/11/2020) |
|
|
Midterm examination |
3 |
|
10
(20/11/2020) |
APT and factor investing |
BKM Chapter 10 |
Class 7 |
3 |
5 |
11
(27/11/2020) |
Applications of CAPM and factor investing |
BKM Chapter 13 |
Class 8
Project assignment |
3 |
5 |
12
(4/12/2020) |
Fixed income securities and bond portfolios |
BKM Chapters 14, 15, 16 |
Class 9
Homework 2 assignment |
3 |
5 |
13
(11/12/2020) |
Mutual funds and ETFs |
BKM Chapter 4 |
Class 10 |
3 |
5 |
14
(18/12/2020) |
Performance evaluation |
BKM Chapter 24 |
Class 11
Homework 2 due |
3 |
5 |
15
(25/12/2020) |
Risk management and derivatives |
BKM Chapters 20, 22, 23 |
Class 12
Project due |
3 |
5 |
16
(1/1/2021)
Republic Day |
|
|
|
|
|
17
(8/1/2021) |
|
|
Final examination |
3 |
|
|
Main textbook:
Investments, 11th Edition by Zvi Bodie, Alex Kane, and Alan Marcus, McGraw-Hill, 2019. (BKM)
Additional references:
Modern Portfolio Theory and Investment Analysis, 9th Edition by Edwin Elton, Martin Gruber, Stephen Brown, and William Goetzmann, Wiley, 2014.
Asset Management, A Systematic Approach to Factor Investing, 1st Edition by Andrew Ang, Oxford University Press, 2014.
|