Asset Pricing, Trading, and Portfolio Construction

Module code: ECOM155

Credits: 30.0
Semester: SEM1

Contact: Dr Vimal Balasubramaniam

This module introduces students to key principles in asset pricing, financial trading, and portfolio construction. Key topics:
1) Risk, return, and optimal portfolios
2) Asset pricing theories, risk premia
3) Tests of asset pricing theories
4) Fixed Income markets and the term structure of interest rates
5) Derivatives

Connected course(s): UDF DATA
Assessment: 80.0% Coursework, 20.0% Examination
Level: 7