FINANCIAL ECONOMICS

Nicola Borri

Instructional goals

This class will provide an advanced analysis of asset pricing theory, financial instruments, and investment strategies.

Prerequisites

Basic coding (any language). Basic math, statistics, and probability

Intended learning outcomes

Students are expected to learn state-of-the-art asset pricing models and understand the relationship between risk-return. The focus of the class is applied and students will use Matlab/Python for applications.

Course Contents

This class will cover the following topics: 1) Introduction to financial time-series 2) Utility based asset pricing 3) Basic portfolio theory and practice 4) Equilibrium in capital markets 5) Investment strategies for equities, bonds and currencies 6) Investing in the crypto space

Reference Books

Python for Finance by Yves Hilpisch and material supplied by the instructor (including, papers, lecture notes and slides).

Teaching Methods

In class lectures, assignments, in-class tutorials, investment games

Assessment Method

Problem sets (30%), class discussions, writing a paper (bonus point), midterm (30%) and final (40%) exams

Thesis assignment criteria

The criteria established by the Director of the LM in Finance as well as those stated by the Department of Economics and Finance.

Week 1 Contenuto sessioni on line e on campus

Introduction and stylized data, Bloomberg tour

Week 2 Contenuto sessioni on line e on campus

Review of finance notation, probability and statistics, matrix algebra 20/9 deadline assignment 1

Week 3 Contenuto sessioni on line e on campus

Asset classes and financial instruments 27/9 deadline assignment 2

Week 4 Contenuto sessioni on line e on campus

Utility based asset pricing models: theory and evidence

Week 5 Contenuto sessioni on line e on campus

Utility based asset pricing models: theory and evidence 11/10 deadline assignment 3

Week 6 Contenuto sessioni on line e on campus

Utility based asset pricing models: theory and evidence

Week 7 Contenuto sessioni on line e on campus

Utility based asset pricing models: theory and evidence 25/10 deadline assignment 4

Week 8 Contenuto sessioni on line e on campus

Expected Returns in the Time Series and in the Cross-Section 31/10 MIDTERM

Week 9 Contenuto sessioni on line e on campus

Expected Returns in the Time Series and in the Cross-Section

Week 10 Contenuto sessioni on line e on campus

Factor models and investment strategies 15/11 deadline assignment 5

Week 11 Contenuto sessioni on line e on campus

Cryptocurrency Finance

Week 12 Contenuto sessioni on line e on campus

Liquidity 29/11 deadline assignment 6