This course is an introduction to portfolio theory and explores both theoretical and empirical aspects of investment finance. Topics include mean variance portfolio theory, single- and multi-index portfolio models, capital asset pricing model, arbitrage pricing theory, the yield curve and term structure of interest rates, evaluation of portfolio performance, efficient market hypotheses, etc. Additional topics may include derivative markets and instruments, hedging arbitrage, and speculations, well as empirical issues in investment finance.
||Gen Ed Area Dept:
|Course Format: Lecture||Grading Mode: Student Option|
||Prerequisites: ECON301 OR ECON302
||Fulfills a Major Requirement for: (ECON-MN)(ECON)
||Past Enrollment Probability: Not Available
|Major Readings: Wesleyan RJ Julia Bookstore
In spring 2008 we used Bodie, Kane, and Marcus, Investments. We will probably use this book in spring 2010.
|Examinations and Assignments: |
In spring 2008 there were five problem sets (4 graded, 1 optional), 3 group portfolio reports, 1 group presentation, a research paper (with three separate deliverables - proposal, annotated bibliography, and a final paper), and a final exam. This will probably be the same model used in spring 2010.
|Additional Requirements and/or Comments: |
Students who complete ECON 328 cannot receive credit towards the ECON or MECO major for ECON 228, or vice versa depending on your needs for major credit.
|Instructor(s): Hornstein,Abigail Times: .M.W... 02:40PM-04:00PM; Location: PAC125; |
|Total Enrollment Limit: 25||SR major: 10||JR major: 10|| || |
|Seats Available: 0||GRAD: X||SR non-major: 3||JR non-major: 2||SO: 0||FR: 0|
|Web Resources: Syllabus |
|Drop/Add Enrollment Requests|
|Total Submitted Requests: 3||1st Ranked: 1||2nd Ranked: 2||3rd Ranked: 0||4th Ranked: 0||Unranked: 0|