Not available in 2016/17
FM301 Half Unit
Market Anomalies and Asset Management
This information is for the 2016/17 session.
Teacher responsible
Dr Michela Verardo
Availability
This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.
Pre-requisites
Students must have completed FM212 Principles of Finance.
Course content
This course will examine the extent to which financial markets are informationally efficient. Topics include notions of market efficiency, return predictability in bond, stock, and derivatives markets, limits to arbitrage and other theories of return predictability.
Teaching
20 hours of lectures and 10 hours of classes in the MT.
Formative coursework
Students will be expected to produce 10 problem sets in the MT.
Indicative reading
Detailed course programmes and reading lists are distributed at the start of the course. Illustrative texts include: Bodie, Kane & Marcus, Investments (Irwin) and Grinblatt & Titman, Financial Markets and Corporate Strategy (Irwin, McGraw-Hill).
Assessment
Exam (100%, duration: 1 hour and 30 minutes) in the main exam period.
Key facts
Department: Finance
Total students 2015/16: Unavailable
Average class size 2015/16: Unavailable
Capped 2015/16: No
Value: Half Unit
PDAM skills
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness
