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Investments | Sloan School of Management | MIT OpenCourseWare




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Home Courses Sloan School of Management Investments

Investments

Course Home Syllabus Calendar Readings Lecture Notes Assignments Exams Download Course Materials

Graph of utility function. (Graph by Prof. Reto Gallati.)

Instructor(s)

Prof. Reto Gallati

MIT Course Number

15.433

As Taught In

Spring 2003

Level

Graduate

Translated Versions

Türkçe

Cite This Course


Some Description

Instructor(s)

Prof.

As Taught In

Spring 2002

Course Number

2.24

Level

Undergraduate/Graduate

Features

Lecture Notes, Student Work

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Course Description

Course Features

Lecture notes Assignments: problem sets with solutions Exams and solutions

Course Highlights

This course teaches how to make sound investment decisions through in-depth knowledge of the financial markets, rigorous analytical thinking and precise mathematical derivation. Included is a comprehensive set of lecture notes for all 23 lectures to explain core concepts. Also, students gain hands-on experience with optimization, data analysis, and other quantitative techniques by completing the five group assignments .

Course Description

The focus of this course is on financial theory and empirical evidence for making investment decisions. Topics include: portfolio theory; equilibrium models of security prices (including the capital asset pricing model and the arbitrage pricing theory); the empirical behavior of security prices; market efficiency; performance evaluation; and behavioral finance.

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Finance Economics > Financial Economics

Reto Gallati. 15.433 Investments. Spring 2003. Massachusetts Institute of Technology: MIT OpenCourseWare, https://ocw.mit.edu . License: Creative Commons BY-NC-SA .


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