Investment Finance
ECON 328
Spring 2021
| Section:
01
02
|
This course explores theoretical and empirical aspects of investment finance. Topics include portfolio theory, portfolio evaluation, and asset pricing models for equities, bonds, and options. |
|
| Credit: 1 |
Gen Ed Area Dept:
SBS ECON |
| Course Format: Lecture | Grading Mode: Student Option |
| Level: UGRD |
Prerequisites: ECON301 |
|
Fulfills a Requirement for: (ECON-MN)(ECON) |
|
Past Enrollment Probability: 50% - 74% |
| SECTION 01 |
Major Readings: Wesleyan RJ Julia Bookstore
Bodie, Kane, and Marcus, "Investments" (most recent edition)
|
Examinations and Assignments:
Problem sets nearly weekly, group work, research paper and two exams. |
Additional Requirements and/or Comments:
Students who complete ECON 328 cannot receive credit towards the ECON major for ECON 227, or vice versa depending on your needs for major credit. |
| Instructor(s): Izumi,Ryuichiro Times: .M.W... 02:50PM-04:10PM; Location: ONLINE; |
| Total Enrollment Limit: 23 | | SR major: 11 | JR major: 12 | | |
| Seats Available: -1 | GRAD: X | SR non-major: 0 | JR non-major: 0 | SO: 0 | FR: 0 |
| Drop/Add Enrollment Requests | | | | | |
| Total Submitted Requests: 23 | 1st Ranked: 14 | 2nd Ranked: 4 | 3rd Ranked: 0 | 4th Ranked: 0 | Unranked: 5 |
| SECTION 02 - 4th Quarter |
Major Readings: Wesleyan RJ Julia Bookstore
The required text is Bodie, Kane, and Marcus, Investments, 11th Edition, ISBN 978-1-259-27717-7. Older version of the textbook (10th Edition or 9th Edition) is also fine.
|
Examinations and Assignments:
Course grades will be based on the following: Final exam 60% Four Problem sets 40%
|
Additional Requirements and/or Comments:
Class can be taken asynchronously
This course roughly can be divided into 3 parts. Part I is mostly conceptual, we will cover basic concepts regarding asset classes, financial instruments, securities trading, mutual funds, hedge funds, as well as discussion of the financial crisis of 2008 and the interaction between macroeconomics and finance. Throughout this part of the course, I will assign some additional reading materials to broaden your understanding of these concepts. In part II of this course, we will cover important concepts in modern finance including portfolio choices and asset pricing. In particular, in this part of the course, we will discuss risk, return, capital allocation to risky assets, optimal risky portfolios, the capital asset pricing model. This part of the course will be a bit mathematical. we will cover the math, probability, and statistical tools as we go. In part III of the course, we will cover some empirical aspects of modern finance. More specifically, we will have some discussion on the index models, multifactor models, and even studies. |
| Instructor(s): Liu,Jun Times: .M.W... 08:00AM-09:20AM; ..T.R.. 08:30AM-09:50AM; Location: ONLINE; ONLINE; |
| Total Enrollment Limit: 23 | | SR major: 11 | JR major: 12 | | |
| Seats Available: 21 | GRAD: 0 | SR non-major: 0 | JR non-major: 0 | SO: 0 | FR: 0 |
| Drop/Add Enrollment Requests | | | | | |
| Total Submitted Requests: 0 | 1st Ranked: 0 | 2nd Ranked: 0 | 3rd Ranked: 0 | 4th Ranked: 0 | Unranked: 0 |
|
|