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ISCTE-IUL  >  Education  >  MF

Investments (6ects) (1 º Sem 2018/2019)

Code: M0627
Acronym: M0627
Level: 2nd Cycle
Basic: No
Teaching Language(s): English
Friendly languages:
Be English-friendly or any other language-friendly means that UC is taught in a language but can either of the following conditions:
1. There are support materials in English / other language;
2. There are exercises, tests and exams in English / other language;
3. There is a possibility to present written or oral work in English / other language.
1 6.0 0.0 h/sem 30.0 h/sem 0.0 h/sem 0.0 h/sem 0.0 h/sem 0.0 h/sem 1.0 h/sem 31.0 h/sem 119.0 h/sem 0.0 h/sem 150.0 h/sem
Since year 2012/2013
Pre-requisites -
Objectives -
Program 1. Individual Choice Theory
2. Individual Portfolio Decision
3. Capital Asset Pricing Model
4. Arbitrage Pricing Theory and Factor  Models
5. Pricing in Complete Markets
6. Consumption Asset Pricing
Evaluation Method The continuous evaluation system includes:
(1)Class participation and resolution of problem sets and cases;
(2)Miterm exam;
(3) Final Exam.
Teaching Method During the learning term, the student must acquire and develop cognitive, analysis and synthesis, research, critical and self-critical, communication and relationship competences, in the scope of this learning unit and in compliance with the objectives, defined above.
For the acquisition of these competences will be used, in the contact hours of this learning unit, a range of teaching methods (e.g., theoretical expositions; cases? analysis and debate; problem solving techniques and instruments;etc.) that, in an articulated manner, allow the mastering of the above competences.
Observations -
Basic Bibliographic -Danthine, J-P and J. Donaldson, 2005, Intermediate Financial Theory, 2nd edition, Elsevier Academic Press.
Complementar Bibliographic -