Emnet er tilknyttet følgende studieprogram

Undervisningsspråk

English.

Anbefalte forkunnskaper

BE-419 Finance Theory

Innhold

The course attempts to build the foundation for students who will later do actual empirical work. The objective of the course is to learn mathematical, programming, and statistical tools used in the real world analysis of financial data. It is a hands-on course where the students obtain practical skills in performing analysis of actual data and implementing the core theoretical models of modern finance. The main emphasis is given to the theory and practice of investment and portfolio management.

Læringsutbytte

On successful completion of this course the student should be able to use the open source R statistical programming language to:

  • Retrieve, process, and plot financial data

  • Compute and analyze financial asset returns

  • Construct mean-variance efficient portfolios

  • Construct mean-risk efficient portfolios

  • Implement traditional and modern portfolio diversification and optimization methods

  • Estimate the single index and multifactor models using linear regression

  • Evaluate portfolio performance and be able to separate -skill- from -luck- in the performance

Vilkår for å gå opp til eksamen

Approved compulsory assignment. More information will be given in Canvas at the start of the semester.

Undervisnings- og læringsformer

Lectures, group work and PC-lab. Estimated workload is about 200 hours.

Studentevaluering

The study programme manager, in consultation with the student representative, decides the method of evaluation and whether the courses will have a midterm- or end of term evaluation, see also the Quality System, section 4.1. Information about evaluation method for the course will be posted on Canvas.

Tilgang for privatister

Nei

Eksamen

Individual term paper with letter grades.

Reduksjon i studiepoeng

Innholdet i dette emnet dekkes helt eller delvis av annet emne. Tas ett av disse emnene i tillegg, reduseres studiepoengene som følger:

Emne Studiepoengreduksjon
BE-513 – Practical Portfolio Management 5
BE-421 – Investments 2.5
Sist hentet fra Felles Studentsystem (FS) 18. juli 2024 02:26:06