FINM2003 Notes

Description

Notes include weeks 1-12 lectures and include notes from the assigned readings of the textbook. Relevant weeks and chapters are clearly displayed with key formulas highlighted in yellow. Tutorial material is included where appropriate.

Topics:

Week 1, Chapters 1 to 4: Introduction to Investments
Week 2, Chapter 5: Risk, Return, and the Historical Record
Week 3, Chapter 6 and 7: Capital Allocation and Optimal Risky Portfolios
Week 4, Chapter 8: Index Models
Week 5, Chapter 9: The Capital Asset Pricing Model
Week 6, Chapters 10 and 13: Multifactor Asset Pricing Models and Empirical Evidence on Security Returns
Week 7, Chapters 11 and 12: The Efficient Market Hypothesis and Behavioural Finance
Week 8, Chapters 14 and 15: Bond Prices and Yields and The Term Structure of Interest Rates
Week 9, Chapter 16: Managing Bond Portfolios
Week 10, Chapter 24: Portfolio Performance Evaluation
Week 11, Chapter 26: Hedge Funds
Week 12, Chapter 28: Investment Policy and the Framework of the CFA Institute