Schedule
The schedule below is subject to change. You will be notified if significant changes are made. The βBKMβ column indicates chapters from the textbook (Investments by Bodie, Kane and Marcus). The βReadingβ associated with each lecture needs to be done prior to the lecture. You will have to take a short quiz on Canvas prior to each lecture with a required pre-class reading.
| Date | Lecture | Topic | BKM | Reading | Lab |
|---|---|---|---|---|---|
| Tue, Jan 20 | 1 | The Investment Environment | 1 | π | |
| Thu, Jan 22 | 2 | Foundations of Financial Markets | 2, 3, 4 | π | π¬ |
| Tue, Jan 27 | 3 | Measuring and Comparing Returns | 5 | π | π¬ |
| Thu, Jan 29 | 4 | Measuring Risk and Expected Return | 5 | π | π¬ |
| Tue, Feb 3 | 5 | Portfolio Risk and Returns | 6, 7 | π | π¬ |
| Thu, Feb 5 | 6 | Optimal Capital Allocation | 6, 7 | π | π¬ |
| Tue, Feb 10 | 7 | Mean-Variance Portfolio Optimization | 6, 7 | π | π¬ |
| Thu, Feb 12 | 8 | Optimal Asset Allocation | 6, 7 | π | π¬ |
| Tue, Feb 17 | 9 | Review Session | π¬ | ||
| Thu, Feb 19 | EXAM 1 | ||||
| Tue, Feb 24 | 10 | Single-Index Model | 8 | π | π¬ |
| Thu, Feb 26 | 11 | Treynor-Black Model | 8 | π | π¬ |
| Tue, Mar 3 | 11 | Treynor-Black Model | 27 | π¬ | |
| Thu, Mar 5 | 12 | CAPM | 9, 13 | π | π¬ |
| Tue, Mar 10 | 13 | Cost of Capital Estimation | 10, 13 | π | π¬ |
| Thu, Mar 12 | 14 | Bond Pricing | 14 | π | |
| Tue, Mar 17 | NO CLASS β Spring Recess | ||||
| Thu, Mar 19 | NO CLASS β Spring Recess | ||||
| Tue, Mar 24 | 15 | Bond Yields | 14 | π | |
| Thu, Mar 26 | 16 | Bond Risk | 16 | π | |
| Tue, Mar 31 | 17 | Review Session | π¬ | ||
| Thu, Apr 2 | EXAM 2 | ||||
| Tue, Apr 7 | 18 | Valuation Using Multiples | 18, 19 | π | π¬ |
| Thu, Apr 9 | 19 | Dividend Discount Models | 18, 19 | π | |
| Tue, Apr 14 | 19 | Dividend Discount Models | 18, 19 | π¬ | |
| Thu, Apr 16 | 20 | Discounted Cash Flow Analysis | 18, 19 | π | |
| Tue, Apr 21 | 20 | Discounted Cash Flow Analysis | 18, 19 | π¬ | |
| Thu, Apr 23 | 20 | Discounted Cash Flow Analysis | 18, 19 | π¬ | |
| Tue, Apr 28 | 21 | Introduction to Options | 20 | π | |
| Thu, Apr 30 | 22 | Option Trading Strategies | 20 | π | |
| Tue, May 5 | 23 | Option Valuation | 21 | π | |
| Thu, May 7 | 24 | Review Session | π¬ |