Author: Paul Söderlind
Type: Study Notes, Lecture Notes, e-book
Level: Advanced MBA, MSc(Fin), Phd(Fin)
The introductory chapter of these lecture notes is about mean-variance portfolios. Two appendices follow. The first is a primer in matrix algebra and the second a primer in optimization. Index models are the topic of chapter 2 and risk measures the topic of chapter 3. The Capital Asset Pricing Model is covered in chapter 4. The next chapter discusses about utility functions, utility maximization, the two fund separation theorem and some alternative risk measures such as Value at Risk (VaR), Expected Shortfall and others. There is also a section on behavioral finance. Chapters 6 and 7 deal with some CAPM extensions, the APT and the testing of these pricing models. Chapter 9 is about performance analysis, chapter 10 about predicting asset returns and finally, chapter 11 is about event studies.
Download Paul Söderlind's "Lecture Notes in Finance 1" (MSc Course) using the following link
Type: Study Notes, Lecture Notes, e-book
Level: Advanced MBA, MSc(Fin), Phd(Fin)
The introductory chapter of these lecture notes is about mean-variance portfolios. Two appendices follow. The first is a primer in matrix algebra and the second a primer in optimization. Index models are the topic of chapter 2 and risk measures the topic of chapter 3. The Capital Asset Pricing Model is covered in chapter 4. The next chapter discusses about utility functions, utility maximization, the two fund separation theorem and some alternative risk measures such as Value at Risk (VaR), Expected Shortfall and others. There is also a section on behavioral finance. Chapters 6 and 7 deal with some CAPM extensions, the APT and the testing of these pricing models. Chapter 9 is about performance analysis, chapter 10 about predicting asset returns and finally, chapter 11 is about event studies.
Download Paul Söderlind's "Lecture Notes in Finance 1" (MSc Course) using the following link
Lecture Notes in Finance 1
Paul Söderlind is professor of finance at the University of St. Gallen, Switzerland.
Paul Söderlind's web page:
http://home.datacomm.ch/paulsoderlind/
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