OUTLINE
May 15
Overview and Portfolio Theory: Hand Out 1 and Class Note 1. Assignment 1 is handed out.
Hand Out 1
Class Note 1
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.
Hand Out 2
Class Note 2
Assignment 2
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.
Hand Out 3
Class Note 3
Assignment 3
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.
Hand Out 4
Class Note 4
Assignment 4
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.
Hand Out 5
Hand Out 6
Class Note 5
Assignment 5
Solution 4
June 19
Guest Lecture: Portfolio Strategies. Assignment 5 is due. Assignment 6 and Solution 5 are handed out.
Assignment 6
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.
Hand Out 7
Class Note 6
Solution 6
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Christine Parlour