Overview and Portfolio Theory: Hand Out 1 and Class Note 1. Assignment 1 is handed out.

1. Hand Out 1
2. Class Note 1
3. Assignment 1

May 22

CAPM/APT and Factor Models: Hand Out 2 and Class Note 2. Assignment 1 is due. Assignment 2 and Solution 1 are handed out.

4. Hand Out 2
5. Class Note 2
6. Assignment 2
7. Solution 1

May 29

Active Management and Efficient Markets: Hand Out 3 and Class Note 3. Assignment 2 is due. Assignment 3 and Solution 2 are handed out.

8. Hand Out 3
9. Class Note 3
10. Assignment 3
11. Solution 2

June 5

Fixed Income Securities: The Yield Curve and Swaps: Hand Out 4 and Class Note 4. Assignment 3 is due. Assignment 4 and Solution 3 are handed out.

12. Hand Out 4
13. Class Note 4
14. Assignment 4
15. Solution 3

June 12

Duration, Convexity, and Hedging Interest Rate Risk: Hand Out 5 and Class Note 5. Assignment 4 is due. Assignment 6 and Solution 4 are handed out.

16. Hand Out 5
17. Hand Out 6
18. Class Note 5
19. Assignment 5
20. Solution 4

June 19

Guest Lecture: Portfolio Strategies. Assignment 5 is due. Assignment 6 and Solution 5 are handed out.

21. Assignment 6
22. Solution 5

June 26

Futures and Portfolio Hedging: Hand Out 7 and Class Note 6. Assignment 6 is due and Solution 6 is handed out.

23. Hand Out 7
24. Class Note 6
25. Solution 6

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