Fall 2013 syllabus FINA363

Developstatisticaltechniquesforanalyzingtheriskandretu

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Unformatted text preview: tify specific methods used to buy and sell securities, including the use of margins and short sales. Develop statistical techniques for analyzing the risk and return characteristics of individual securities, and apply these techniques using real historical data. Analyze the optimal methods for combining securities in a portfolio. Calculate the key properties of optimal risky portfolios. Explain the tenets of Modern Portfolio Theory. Use pricing models for bonds and stocks, including the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT). Explain the Efficient Markets Hypothesis and empirical tests of market efficiency. Compare and contrast the Efficient Markets Hypothesis with several leading theories from behavioral finance. Develop and apply methods for valuing sto...
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