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约翰霍普金斯大学本科投资学课件

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约翰霍普金斯大学经济系Jonathan Wright教授讲授的本科生投资学课程。

 Jonathan Wright的研究领域为:econometrics, empirical macroeconomics and empirical finance.

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Investments and Portfolio Management (Econ-180.367)
Fall 2014


Professor: Jonathan Wright
Office: Mergenthaler Hall 433

 

This is an introductory course in investments. The course is broken into four parts. The first part covers the fundamental concepts of asset returns, risk, and risk-aversion, and then studies how investors should optimally choose their portfolios given the observed patterns of risk and return. The second part of the course studies the reverse question: given how investors choose their portfolios, what are the equilibrium patterns of risk and expected return in financial markets: in other words, what is the expected return that various types of assets must earn to compensate investors for bearing their risk. The second question is studied in the context of two theories of returns: the capital asset pricing model (CAPM) and arbitrage pricing theory (APT). The third part of the course studies the empirical evidence for and against the equilibrium theories of asset returns, with an emphasis on the evidence in support and against the efficient markets hypothesis. The fourth and final part of the course studies four classes of assets in more detail. The topics that are covered include models of equity valuation, bond valuation and hedging, futures markets, and option valuation.
Homeworks and class will include empirical work, to be done in Excel. Bloomberg will also be used in class and will be part of the homeworks.
PREREQUISITES: Statistics 111-112 and Microeconomic Theory 301.


Textbook: The textbook for the course is “Investments” by Bodie, Kane and Marcus, 10th Edition.

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