Week |
Topic |
Content and Reading Assignment |
Teaching Activities and Homework |
1. (4-Sep-2025) |
Overview of the course |
Lecture notes |
Class 1 |
2. (11-Sep-2025) |
Review of statistical and optimization techniques |
Lecture notes |
Class 2 |
3. (18-Sep-2025) |
Financial market and security trading |
BKM Chapters 1, 2, 3 |
Class 3 |
4. (26-Sep-2025) |
Market data |
BKM Chapter 5 |
Class 4 |
5. (2-Oct-2025) |
Capital allocation to risky assets |
BKM Chapter 6 |
Class 5 |
6. (9-Oct-2025) |
Portfolio choices |
BKM Chapters 6, 7 |
Class 6 |
7. (16-Oct-2025) |
Applications of modern portfolio theory |
BKM Chapters 7, 8 |
Class 7 |
8. (23-Oct-2025) |
Midterm examination |
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9. (30-Oct-2025) |
The capital asset pricing model |
BKM Chapter 9 |
Class 8 |
10. (6-Nov-2025) |
Project on investment strategies I |
Group discussion and presentations |
Class 9 |
11. (13-Nov-2025) |
Arbitrage pricing theory |
BKM Chapter 10 |
Class 10 |
12. (20-Nov-2025) |
Applications of asset pricing models |
BKM Chapters 8, 9, 10 |
Class 11 |
13. (27-Nov-2025) |
Performance evaluation |
BKM Chapter 24 |
Class 12 |
14. (4-Dec-2025) |
Investment companies |
BKM Chapters 4, 26 |
Class 13 |
15. (11-Dec-2025) |
Project on investment strategies II |
Group discussion and presentations |
Class 14 |
16. (18-Dec-2025) |
Final examination |
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