Type of course

This course can be taken as a singular course. To be eligible for the singular course, the applicant must meet the admission requirements for the associated master's programme.

The course requires the presence on the campus that provides instruction in the subject. The course is not suitable for students who can not attend lessons, group work and the like.

Admission requirements

Local admission, application code 9371 Master`s level singular course.

To be eligible for the singular course, the applicant must meet the admission requirements for the associated master's programme.

Course content

Objectives of the course

After completing the course the students have obtained the following:

Knowledge

• Have advanced understanding of the main elements of portfolio theory and in particular, mean-variance based models.
• Have a deep understanding of the main linear asset pricing models and the theories explaining them.
• Have a deep understanding of the limitation of these models.
• Have an advance understanding of the main elements of bond pricing.

Skills

• Be able to empirically apply portfolio theory models to real data.
• Be able to empirically apply CAPM and index models to real data.
• Be able to communicate and evaluate main issues concerning the variables affecting bonds.
• Be able to identify an interesting research problem.

Competence

• Have practical experience of the application of portfolio theory.
• Have practical experience of the use of CAPM and Index models (mainly Excel).
• Have a rigorous understanding of issues in connecting data, statistics with portfolio theory and asset pricing models.
• Be able to understand the main elements for the pricing of bonds.

Language of instruction and examination

Teaching methods

Information to incoming exchange students

This course is available for inbound exchange students.

This course has academic prerequisites. Please see the «Admission requirements» section for more information. To add this course to your Learning Agreement, you must have completed at least 60 ECTS credits in business administration.

Do you have questions about this module? Please check the following website to contact the course coordinator for exchange students at the faculty: INBOUND STUDENT MOBILITY: COURSE COORDINATORS AT THE FACULTIES | UiT