Com- munication between the groups about the assignment is a violation of the Student Conduct Code. Each group should produce only one joint written output, irrespective of the number of students in the group. Special note on group assignments : It is expected that all students in the group work together and contribute equally to each group assignment. Questions related to course assignments and the academic integrity standards should be directed to the instructor. All academic work must meet the academic integrity standards described at http : ///policies/academicintegrity.html Lack of knowledge of the academic integrity standards is not a reasonable explanation for a violation. Reading: BKM Ch16 Final Exam: Date and Time TBA University Honor Code and Academic Honesty Policy As a University of California Riverside student, you have agreed to abide by the Uni- versity's academic honesty policy and the Student Conduct Code. Reading: BKM Ch15, Ch17 Week 10 Final part of Stocktrak project due. Reading: BKM 5.5, 5.6 Week 4 The Bullet and Two-Fund Separation. Please install and become familiar with Excel add-in Solver before class. Efficient Market Hypothesis Reading: BKM 8.1, 8.2, Efficient Market Hypothesis (see course website) Capital Allocation Line and Capital Market Line. Project requires the use of Analysis ToolPak / StatPlus! Week 3 Project #1 due. Reading: BKM 2.4, 6.5, A3 (see course website) Project #1 assigned. Reading: BKM 5.1-5.4, 7.2, A1, A2 (see course website) Statistics Bootcamp, Part 2. Please install Excel add-in Analysis ToolPak/StatPlus before class. ![]() StockTrak trading starts Week 2 Statistics Bootcamp, Part 1. The pace of the course is somewhat flexible and could speed up or slow down depending on student interest and comprehension. ChX means that you have to read the whole Chapter X, x.x marks the subsection. The current edition is the 10th edition previous editions also work. ![]() Course Objectives After completing the course, the student is expected to: Understand the concept of market efficiency and its practical applications Understand the notion of risk that underlies the CAPM and its extensions Be able to apply the asset pricing models to evaluation and improvement of portfolio management 1īe familiar with the main issues of bonds pricing and interest rates behavior Be familiar with the definitions, trading, and pricing of several derivatives, most importantly options and futures Tentative Course Outline BKM means the course primary textbook "Essentials of Investments" by Bodie, Kane, Marcus. The course assumes that the students are familiar with the concepts of time value of money and discounting, can work with probability distributions and their moments, including covariances, and can understand the output of regression analysis and basic hypothesis testing. The students are required to have completed the basic course in finance (MGT 202 - pre- requisite) and have completed or be currently taking the basic course in probability and statistics (ECON 205A or equivalent). Pre-Requisites and Co-Requisites The course assumes that it is the student's first in-depth course in asset pricing. Alexander Barinov, PhD, University of Rochester Assistant Professor of Finance School of Business Administration, University of California Riverside E-mail: Office: 018 Anderson Hall Office Hours: Mondays, 5:00 to 6:00, Tuesdays, 6:00 to 7:00, and by appointment Contact Notes: The best way to contact me is via e-mail Meeting Time and Location Tuesdays, 7:00 pm to 10:00 pm, Olmsted 1208 Course Description The securities markets, investor objectives, introduction to portfolio theory and the analytical tools of portfolio management, and an examination of investment alternatives. MGT 252: Investments and Portfolio Management Course Syllabus Spring 2023 Instructor Dr.
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