MAN-BCU3019
Topics in Financial Economics
Cursus informatieRooster
CursusMAN-BCU3019
Studiepunten (ECTS)6
Categorie-
VoertaalEngels
Aangeboden doorRadboud Universiteit; Faculteit der Managementwetenschappen; Bachelor Economie en Bedrijfseconomie;
Docenten
VorigeVolgende 1
Docent
dr. A.G. Kopányi-Peuker
Overige cursussen docent
Docent
dr. S. Nolte
Overige cursussen docent
Docent
dr. J. Qiu
Overige cursussen docent
Examinator
dr. J. Qiu
Overige cursussen docent
Coördinator
dr. J. Qiu
Overige cursussen docent
Collegejaar2022
Periode
3  (30-01-2023 t/m 09-04-2023)
Aanvangsblok
3
Onderwijsvorm
voltijd
Opmerking-
Inschrijven via OSIRISJa
Inschrijven voor bijvakkersJa
VoorinschrijvingNee
WachtlijstNee
Plaatsingsprocedure-
Cursusdoelen
After completing the course Topics in Financial Economics the student is able to:
  • Explain the role of financial intermediations in the global economy; review theories of interest rate and explain what determines interest rate term structure; apply the theories on interest rate term structure to determine the term structure of simple numerical examples
  • List assumptions underlying Capital Asset Pricing Model (CAPM), follow the derivation of CAPM, and test CAPM empirically; and make decisions about simple portfolio choices;  understand the the Fama-Frech Model and be able to apply it to your own data set.
  • Understand the three forms of market efficiency and the information that is implied in each form; run simple tests of efficient market hypothesis; and understand return momentum and the construction momentum trading strategies.
  • Develop an awareness of recent developments in financial economics and decision making under risk and uncertainty, including the measurement of risk preferences and investor risk perception.
  • Assess the literature in financial economics critically; reflect on some important topics; communicate those findings to others via a presentation.
Inhoud
 
Niveau

Voorkennis
Corporate Finance or Behavioural Finance.
Toetsinformatie
A written exam, a presentation, and an essay. The partial grades for the presentation and the critical summary remain valid for the next year.
Bijzonderheden

Niveau
Ba 3 PM RE

Verplicht materiaal
Artikelen

Aanbevolen materiaal
Boek
Fabozzi, Frank J., Franco Modigliani, Frank J. Jones, and Michael G. Ferri (2002 / 5th edition) Foundations of Financial Markets and Institutions. Upper Saddle River, New Jersey: Prentice Hall, Chapters 3, 4, 5, 9, 10, 11, 12, 13, 14.

Werkvormen
Hoorcollege

Presentatie
AanwezigheidsplichtJa

Toetsen
Tentamen
Weging1
ToetsvormDigitale toets met SOWISO
GelegenhedenBlok 3, Blok 4