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INVESTMENTS

FINE 7110

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FINE 7110 INVESTMENTS


FALL SEMESTER 2024
TUESDAYS 6:30 – 9:15
GWBC ROOM 480


COURSE SYLLABUS


Professor: Bill Reese
E-mail: wreese@tulane.edu
Phone: (504) 865-5465
Office Hours: Wednesdays 4:00 – 5:00 in Room 604 or via Zoom
Bill Reese Bio

 

Course Description
The first half of this course will be an in-depth study of portfolio theory. We
will develop the foundations of Modern Portfolio Theory and show how you would
use its principals to calculate mean/variance efficient portfolios. We will look
at both the traditional Capital Asset Pricing Model (CAPM), and multifactor
models, specifically the Fama/French three-factor model. The second half of the
course will focus on fixed income analytics. We will discuss how to price
various types of fixed income securities and how to measure their interest rate
risk. We’ll learn how to hedge interest rate risk using interest rate futures
and interest rate futures options contracts. We’ll also examine various theories
about the term structure of interest rates, deriving implied forward interest
rates and bootstrapping yield curves. Finally, we will have a brief introduction
to Behavioral Finance and learn what its implications are for investors and
markets.

 



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