Finance

:

FINA 460:  INVESTMENTS

Syllabus:  Summer 2011

Chapter Lectures

• Chapter 1

• Chapter 2

•   Securities Overview

•   Market Measures:  DJIA * S*P Determination

•   Derivatives

• Chapter 3

•   Primary Market

•   Secondary Market

•   Securities Trading

• Chapter 4

•   Investment Companiess

•   Open, Closed ETFs, (p.95)

• Chapter 5

•   Risk and Return

•   Risk and Risk Premium:  Normal Distribution

• Chapter 6

•   Asset Allocation/Variance Effect/Correlation

•   Efficient Diversification/CAL/Regression

• Chapter 7

•    CAPM

• Chapter 8:  Behavioral Finance

•   Technical & Fundamental Analysis; Market Inefficiencies

• Chapter 18: 

•    Measuring Portfolio Performance

• Chapter 10:  Bond Characteristics

• Chapter 11:  Managing Bond Portfolios:  Duration

• Chapter 13:  Equity Valuation Overview
   

Problems

• Chapter 2:  2,8,12,13,17,18,21,24,28,(26,32,33)

• Chapter 3:  1,3,6,10,13,15,16,17,19,22,23,24

• Chapter 4:  1,2,3,4,9,11,12,13,14,15,17,21,25

• Chapter 5:  5,6, 9, 11, 12,13,14,15

• Chapter 6:  Problem 8

•                  Problems 1,2,8-12,13,16,17,18,19,21,22(download own data),CFA2

• Chapter 7:  Problems 4,5,6,7,9-15

• Chapter 8: 1,2,6,7,8,10,11,12,15,16,17,CFA:  1,2,4,6,9

• Chapter 18:  CFA Problems 4 and 6

• Chapter 10:  Problems 1,2,3,4,5,7,8,9,10,10,12,14,17,18,21,26,30,33,34,35,38,CFA1 and CFA5

• Chapter 11:  Problems 2,8,9,13,16,CFA1

• Chapter 13:  Problems 14, 15, 16

    Review for Final Exam

• Topic List
• Practice Problems/MC

Portfolio Project:  Summer 2011

Market History

•   Dow History
•   Info on Dow:  Dividend Yield
•   Standard and Poor's PE ratios
• Web Sites on Portfolio Theory/Application
•   Markowitz/Glossary 
•   Portfolio Theory Self-study
•   Portfolio Adviser to Allocate Funds Based on Risk Tolerance/Historical Returns
• Trading Rules
•   Technical Analysis Techniques WebLink
•    General Questions on CAPM /Anomalies Web Site (short answers)
•    Other Anomalies
•    Technical Analysis Terms
• Bond Links
•   Bond Directory
•   Calculations to Compare Different Bonds 
•   Loan Amortization Schedule
• Trading Securities
•   eTrade
•   Basics/Tutorials on Investment Topics
• Mutual Fund Links
•   Morningstar Mutual Funds
• Stock Quotes/Market Information Lilnk
•   Yahoo: Finance