FINC622-17S2 (C) Semester Two 2017

Advanced Financial Economics

15 points

Details:
Start Date: Monday, 17 July 2017
End Date: Sunday, 19 November 2017
Withdrawal Dates
Last Day to withdraw from this course:
  • Without financial penalty (full fee refund): Friday, 28 July 2017
  • Without academic penalty (including no fee refund): Friday, 13 October 2017

Description

This course examines modern research in financial economics. Topics covered include risk, portfolio theory, asset allocation, and multi-period asset pricing.

Learning Outcomes

Learning Outcomes
 Demonstrate a clear understanding of various financial risk measures;
 Demonstrate a clear understanding of recent research in portfolio theory;
 Demonstrate a clear understanding of recent research in asset pricing;
 Be adequately prepared for postgraduate research in finance and economics.

Prerequisites

Subject to approval of the Head of Department.

Course Coordinator

Glenn Boyle

Textbooks / Resources

Recommended Reading

Campbell, John Y. , Viceira, Luis M; Strategic asset allocation : portfolio choice for long-term investors ; Oxford University Press, 2002.

J Cochrane; Asset Pricing ; 2nd edition; Princeton University Press.

Course links

Course Outline

Indicative Fees

Domestic fee $925.00

* All fees are inclusive of NZ GST or any equivalent overseas tax, and do not include any programme level discount or additional course-related expenses.

For further information see Department of Economics and Finance .

All FINC622 Occurrences

  • FINC622-17S2 (C) Semester Two 2017
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