Investment Strategies


Examines issues in personal investment strategies. Emphasis on portfolio selection. Topics include behavioral finance, mutual funds, data-mining, diversification, dollar cost averaging, efficient market hypothesis, equity premium, exchange-traded funds, expenses and transaction costs, Islamic funds, junk bonds, inflation indexed bonds, life cycle investing, market timing, passive versus active investing, predicting performance, pumping performance, rebalancing, sector funds, stock market anomalies, survivorship bias, tax managed investing, time zone arbitrage, and Tobin's Q. Reading/discussion. Research paper and midterm/final exams. Pre-requisites: ECON205D and 210D. One course. 

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