1. MSc COURSE : ASSET PRICING AND PORTFOLIO THEORY

2. Aims Introduce basic concepts used to price financial assets
Analyse relationships between risk and return
Diversification and Portfolio Theory
CAPM and other factor models
Practical issues and empirical findings

3. The Textbook

4. The Website

5. The Course Lecture 1 : Lecture 2 : Lecture 3 : Lecture 4 : Lecture 5 :
The Basics
Lecture 2 :
Utility and Risk Aversion
Lecture 3 :
Valuation Models : Equities and Bonds
Lecture 4 :
Efficient Markets and Predictability of Stock Returns
Lecture 5 :
Portfolio Theory

6. The Course (Cont.) Lecture 6 : Lecture 7 : Lecture 8 : Lecture 9 :
International Portfolio Diversification / Practical Issues
Lecture 7 :
The CAPM
Lecture 8 :
Factor Models
Lecture 9 :
Empirical Evidence : CAPM and APT
Lecture 10 :
Applications of Linear Factor Models