Økonomi og administrasjon - siviløkonom, masterprogram
Økonomi og administrasjon - siviløkonom, 5-årig masterprogram
BE-419 Finance Theory
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
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.
Undervisnings- og læringsformer
Lectures, group work and PC-lab. Estimated workload is about 200 hours.
Vilkår for å gå opp til eksamen
Approved compulsory assignment. More information will be given in Canvas at the start of the semester.
Individual term paper with letter grades.
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.