FM301 Half Unit
Market Anomalies and Asset Management
This information is for the 2018/19 session.
Dr Cameron Peng
This course is compulsory on the BSc in Finance. This course is not available as an outside option nor to General Course students.
Students must have completed FM212 or FM213 Principles of Finance.
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.
33 hours of seminars in the MT.
This course is taught in the interactive lecturing format. There is no distinction between lectures and classes/seminars; there are “sessions” only, and the pedagogical approach in each session is interactive.
Weekly homework assignments
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).
Coursework (30%) and in class assessment (70%) in the MT.
Total students 2017/18: Unavailable
Average class size 2017/18: Unavailable
Capped 2017/18: No
Value: Half Unit
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness