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