financial economics - arcturus9/useful-link GitHub Wiki

  • mit
    https://ocw.mit.edu/courses/sloan-school-of-management/15-433-investments-spring-2003/lecture-notes/

  • ECON 2508 - Financial Economics => ė •ëĻŦ ėž˜ë˜ė–´ėžˆėŒ
    https://www.adelaide.edu.au/course-outlines/104903/1/sem-1/2019/
    This course is designed to provide both a self contained study of the principles of financial economics, and a bridge to higher level courses in economics and finance, including third year international finance. It includes a critical discussion of the efficient markets theory, an overview of quantitative methods in finance, considers risk aversion in the context of utility theory, examines portfolio theory, the Capital Asset Pricing Model and multi-factor asset pricing models, covers bond pricing, duration and convexity, behavioural finance theory, an introduction to the economics of financial crises, and introduces the top down approach to investment decisions. The emphasis is on a thorough coverage of modern finance theory as applied to investment analysis, balanced with a consideration of new developments in the discipline, and of the application of both old and new theoretical perspectives to understand the current environment for financial investment decisions.

Course Learning Outcomes On successful completion of this course, students will be able to: Apply utility theory to describe and analyze investment decisions under risk aversion. Describe and apply modern portfolio theory. Describe, apply and criticize single and multiple factor models of risk and return. Describe, apply, compare and criticize the efficient markets hypothesis and behavioural finance theory. Identify and describe the risks of managing portfolios of fixed income securities. Describe and explain the causes of financial instability and financial crises.

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