FINE 7160-21 ADJUSTED Schedule Fall 2018 – Class Topic Readings Assignments Due 8/21 Intro BKM 6 Risk and Risk Aversion Part 1 Risk and Risk Aversion Part 2 8/28 Risk and Risk Aversion Part 2 BKM 7 Optimal Risky Portfolios 9/4 No Class Hurricane Gordon – 9/11 Optimal Risky Portfolios Stock Trak Prospectus Mean/Variance Optim. in Excel 9/25 Developing the CAPM BKM 9 Am I Diversified? Applications of the CAPM Fama/French BKM 8 CAPM Siegel 10/2 Multifactor Models BKM 10 The Efficient Frontier Cochrane URR 10/16 Market Indexes Campbell Expected Returns for Professional Asset Management Barclays CAPM and FF3 Maverick Martingale 10/23 Midterm Exam 4 hours – 10/26 Review Midterm Exam Friday Review of Bond Basics Optional 10/30 Bond Quotes and Prices BKM 14-15 Treasury Issue Process BKM 24 Portfolio Evaluation Methods 11/6 Strips, TIPS, and Repos Implied Forward Rates Theories of the Term Structure 11/13 Bootstrapping Fixed Income Problem Set Duration, Modified Duration and Convexity Portfolio Duration 11/20 Hedging Interest Rate Risk BKM 20-21 Options Basics 11/27 Options Basics BKM 11-12 .Duration and Bootstrapping Behavioral Finance BF at JPM 12/4 Final Exam 4 hours Stock Trak Analysis –
FINE 7160-21 ADJUSTED Schedule – Fall 2018 Class Topic Readings Assignments Due 8/21 Intro Risk and Risk Aversion Part 1 Risk and Risk Aversion Part 2 BKM 6 8/28 Risk and Risk Aversion Part 2 Optimal Risky Portfolios BKM 7 9/4 No Class – Hurricane Gordon 9/11 Optimal Risky Portfolios Mean/Variance Optim. in Excel Stock Trak Prospectus 9/25 Developing the CAPM Applications of the CAPM BKM 9 Fama/French BKM 8 CAPM Siegel Am I Diversified? 10/2 Multifactor Models BKM 10 Cochrane URR The Efficient Frontier 10/16 Market Indexes Professional Asset Management Campbell Barclays Maverick Martingale Expected Returns for CAPM and FF3 10/23 Midterm Exam – 4 hours 10/26 Friday Optional Review Midterm Exam Review of Bond Basics 10/30 Bond Quotes and Prices Treasury Issue Process Portfolio Evaluation Methods BKM 14-15 BKM 24 11/6 Strips, TIPS, and Repos Implied Forward Rates Theories of the Term Structure 11/13 Bootstrapping Duration, Modified Duration and Convexity Portfolio Duration Fixed Income Problem Set 11/20 Hedging Interest Rate Risk Options Basics BKM 20-21 11/27 Options Basics Behavioral Finance BKM 11-12 BF at JPM .Duration and Bootstrapping 12/4 Final Exam – 4 hours Stock Trak Analysis
Adjusted-Schedule-7160-21-2018.docx