This course is intended for third-year undergraduates and will be a broad-based follow-up to Principles of Finance. The goal is to broaden, and selectively deepen, students' understanding of finance, building on their existing knowledge of financial economics. The course will cover a broad range of topics, with both a theoretical and an empirical emphasis. These include topics in investments and performance evaluation and international finance.
The first component provides students with a way of thinking about investment decisions by examining the empirical behaviour of security prices. We first study the empirical evidence of the CAPM and other asset pricing models, and then analyse different tests of market efficiency focusing on event studies and investment anomalies. We also study the main empirical findings in behavioural finance. We then learn how to measure the performance of a portfolio manager and to attribute it to different types of skill. Finally, this section of the course introduces the foundations of international finance and explores issues related to international portfolio management.