Instructor Dr. Luo, Dan, Associate Professor of Finance

Course Description

This is an advanced undergraduate course which introduces the quantitative approaches frequently employed in financial economics. Main topics cover modeling of financial returns, mean-variance portfolio theory, decision under uncertainty and the expected utility framework, and the Capital Asset Pricing Model (CAPM).

Course Objective

This course provides a comprehensive coverage of basic concepts, important theories, practical applications, and decision-making rules in the area of investments. The students will learn about how to conduct fundamental analysis and valuation of financial assets, as well as modern portfolio management and equilibrium analysis skills. After completing this class, students should be conversant in investment management and prepared to start doing financial research.