Kursbeskrivelse og -plan for "Investeringsanalyse og finansiell riskostyring "(BUS322)

BUS322 Investment Analysis and Financial Risk Management, Fall Term 2013  

Course description and pre-requisites 

The course will focus on a number of central issues and problems within investment analysis and financial risk management. There are three main topics: ? Risk management through diversification and portfolio optimization ? Risk management through the use of futures ? Investment strategies and performance evaluation of mutual funds Students are expected to have prior knowledge from basic courses in finance and investment, financial accounting, and statistics/econometrics. The course will be a mixture of traditional lectures and applied quantitative analysis in class. Students are recommended to bring their own lap tops to lectures/classes. Relevant software will be distributed.
Syllabus
The main text book is Z. Bodie, A. Kane, and A.J. Marcus, Investments and Portfolio Management, McGraw-Hill, 9th edition 2009 (ISBN 978-007-128914-6) (6th, 7th or 8th editions may also be used). The syllabus chapters are listed in the time table below. Not all chapters will be covered in detail during lectures. Students are expected to read all chapters listed in the schedule below. Students are also expected to hand in multiple choice solutions to each chapter. In addition to the text book, various hand-outs (posted at Class Fronter) should also be considered as mandatory reading. Students should furthermore acquire information at various internet addresses that will be posted at Class Fronter. It is strongly recommended to actively use the text book’s home pages http://highered.mcgraw- hill.com/sites/0073530700/information_center_view0/ http://highered.mcgraw-hill.com/sites/0073530700/student_view0/

Assignments 

Two mandatory assignments (with a pass) are required for presenting oneself for the final exam. The assignments may be produced jointly by (maximum) four students together.  

Exam 

The final exam runs over two days (30 hours). The exam problem is presented as a real case from financial investments and/or risk management. Students write (individually) a consulting-type report for an investor. Preliminary dates for exam: December 5, 09:00- December 6, 15:00

Schedule