Investments

An investments course for finance majors and minors -- the follow-on course to Intro to Investments taken by finance majors, minors, and those with more interest in the topic. We cover most of Bodie, Kane, and Marcus's Investments. I disagree with some parts of the text (particularly the atrocious econometric ignorance) -- a sentiment shared by most other academics I know who teach similar courses. However, it is still a good text to use and to react to. That is why I wrote A Quantitative Primer on Investments with R.

Most of these have since been subsumed by better, more-complete slides on these topics from A Quantitative Primer on Investments with R.

Disclaimer: You are free to use these newer slides in an academic setting. If you find these useful, just cite them. There may be errors and you accept that liability.

Syllabus

Week 1: Intro and Review -- see Chapters 1-4 QPIwR slides

Week 2: Returns and Risk -- see Chapters 6-8 QPIwR slides

Week 3: Fixed Income -- see Chapters 11-12 QPIwR slides, Yield Curve movie

Week 4: Equity Valuation -- see Chapter 13 QPIwR slides

Week 5: Portfolio Construction -- see Chapter 9 QPIwR slides

Week 6: Capital Asset Pricing Model -- see Chapter 14 QPIwR slides

Week 7: Arbitrage Pricing and Efficient Markets -- see Chapter 15 QPIwR slides

Week 8: Behavioral Finance and Anomalies -- see Chapter 16 QPIwR slides

Week 9: Fixed Income Portfolio Management -- see Chapter 11 QPIwR slides

Week 10: Active Portfolio Management -- see Chapters 9, 24 QPIwR slides

Week 11: Options -- see Chapters 20-21 QPIwR slides

Week 12: Futures and Swaps -- see Chapter 19 QPIwR slides

Week 13: Investment Management Companies -- see Chapter 25 QPIwR slides

Week 14: LTCM case study w/inside memos; other blowups -- see Chapter 26 QPIwR slides