Week 2 Tuesday, Jan 26 Asset Classes and Financial Instruments Ch 2 Thursday, Jan 28 How Securities are Traded Ch 3 Week 3 Tuesday, Feb 2 Investment Companies Ch 4 Thursday, Feb. 4 Introduction to Risk, Return, and the Historical Record Ch 5-5.7 Week 4 Tuesday, Feb 9 Risk Aversion and Capital Allocation to Risky Assets Ch 6-6.4, 6.6 Thursday, Feb 11 Introduction to Portfolio Theory and the Harvard Management Company Case I Due Tuesday at 4pm in the Finance office 6.222 Week 5 Tuesday, Feb 16 Optimal Risky Portfolios Ch 7-7.4 Thursday, Feb 18 Index Models Ch 8 Week 6 Tuesday, Feb 23 The Capital Asset Pricing Model Ch 9-9.3 Thursday, Feb 25 The Capital Asset Pricing Model 2 Week 7 Tuesday, Mar 1 Midterm I, Evening Exam (No class during class time) 7:00PM - 9:00PM Thursday, Mar 3 Arbitrage Pricing Theory Ch 10.1-10.3
Week 8 Tuesday, Mar 8 Multifactor Models Ch 10.4-10.5 Thursday, Mar 10 Dimensional Fund Advisors and Intro to Efficient Markets Case II Due Tuesday at 4pm in the Finance office 6.222 SPRING BREAK Week 9 Tuesday, Mar 22 The Efficient Market Hypothesis and Cross-Sectional Stock Returns Ch 11 Ch 13.1-13.3 Thursday, Mar 24 Behavioral Finance and Bubbles Common Lecture: Michael Sockin Ch 12 Week 10 Tuesday, Mar 29 Portfolio Performance Evaluation Common Lecture: Sam Kruger Ch 24 Thursday, Mar 31 Macro and Investments Common Lecture: Jan Schneider Week 11 Tuesday, Apr 5 Bond Prices and Yields Ch 14 Ch 14 HW Due Thursday, Apr 7 The Term Structure of Interest Rates Ch 15 Week 12 Tuesday, Apr 12 Managing Bond Portfolios Ch 16 Ch 16 HW Due Thursday, Apr 14 Managing Bond Portfolios 2
Week 13 Tuesday, Apr 19 Midterm II, Evening Exam (No class during class time) 7:00PM - 9:00PM Thursday, Apr 21 Options Markets: Introduction Ch 20 Week 14 Tuesday, Apr 26 Option Valuation Ch 21 Ch 21 HW Due Thursday, Apr 28 Futures Markets Ch 22 Week 15 Tuesday, May 3 Futures Markets 2 Ch 23 Ch 23 HW Due Thursday, May 5 REVIEW Final—Set by Registrar at Common Exam Time Important Notifications Students with Disabilities Students with disabilities may request appropriate academic accommodations from the Division of Diversity and Community Engagement, Services for Students with Disabilities, 512-471-6259, . Religious Holy Days By UT Austin policy, you must notify me of your pending absence at least fourteen days prior to the date of observance of a religious holy day. If you must miss a class, an examination, a work assignment, or a project in order to observe a religious holy day, you will be given an opportunity to complete the missed work within a reasonable time after the absence. Policy on Scholastic Dishonesty The McCombs School of Business has no tolerance for acts of scholastic dishonesty. The responsibilities of both students and faculty with regard to scholastic dishonesty are described in detail in the BBA Program’s Statement on Scholastic Dishonesty at . By teaching this course, I have agreed to observe all faculty responsibilities described in that document. By enrolling in this class, you have agreed to observe all student responsibilities described in that document. If the application of the Statement on Scholastic Dishonesty to this class or its assignments is unclear in any way, it is your responsibility to ask me for clarification. Students who violate University rules on scholastic dishonesty are subject to disciplinary penalties, including the possibility of failure in the course and/or dismissal from the University. Since dishonesty harms the individual, all students, the integrity of the University, and the value of our academic brand, policies on scholastic dishonesty will be strictly