BUS 495 INVESTMENT ANALYSIS

Fall 2013

HOME BUS 350 BUS 495 BUS 525 BUS 595
BUS 605 FYS RESEARCH OLD EXAMS DEPARTMENT

Syllabus

HBS Cases are available here.

DATE(DAY)

TOPIC

NOTE

READING

ASSIGNMENT

8/27(T)

Introduction

 

Portfolio: The Evolution of an Investor


8/29(Th)

Probability and Statistics Review

L1



9/3(T)

Reward to Risk and Optimal Risky Portfolio

L2

BKM Ch 5.2~5.6; 6.1~6.4


9/5(Th)

Optimal Risky Portfolio and Efficient Frontier

L3

BKM Ch 7.1~7.3

 

9/10(T)

Case 1: Markov's Trilema

 


Instruction

9/12(Th)

Capital Asset Pricing Model 

L4

BKM Ch 7.4; 9.1; 9.3; 24.1

 

9/17(T)

Multifactor Models

L5; L6

BKM Ch 10.1, 10.5, 13.1; 13.3

Problem Set 1; Answer Key

9/19(Th)

Market Experiment and EMH

L7

BKM Ch 11

 

9/24(T)

Behavioral Finance

L8

BKM Ch 12

 

9/26(Th)

Case 2: Dimensional Fund Advisors, 2002

 

 

Instruction

10/1(T)

Review

 

 

Problem Set 2; Answer Key

10/3(Th)

Midterm

 

Answer Key


 

Fall Break

 


No Class

10/10(Th)

Introduction to Options

L9; L10

BKM Ch 20

 

10/15(T)

Book Report

   

Reminiscences of a Stock Operator

10/17(Th)

Option Strategy & Pricing

L11

BKM Ch 20

 

10/22(T)

Black-Scholes and Binomial

L12

BKM Ch 21.3


10/24(Th)

Trillion Dollar Bet

   

 

10/29(T)

Volatility

 

 

 

10/31(Th)

Case 3: Option Strategy

L13

 

Instruction; Spreadsheet#1, #2

11/5(T)

Forwards and Futures


BKM Ch 22.1~4

Leo Melamed

11/7(Th)

Forwards and Futures

L14

 

Problem Set 3; Answer Key

11/12(T)

Introduction to Forex

L15

 

 

11/14(Th)

Foreign Exchange Markets



 

11/19(T)

Case 4: How I Helped to Make Fischer Black Wealthier

 


Instruction; Jay Ritter's Article

11/21(Th)

Risk Management

L16



11/26(T)

Risk Management

 


Six Ways Companies Mismanage Risk


Thanksgiving Break



No Class

12/3(T)

Project Presentation

 


Evaluation

12/5(Th)

Review

 


Problem Set 4; Answer Key

12/11(W)

Final Exam


 

2 pm