FM301 Half Unit
Market Anomalies and Asset Management
This information is for the 2018/19 session.
Teacher responsible
Dr Cameron Peng
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 or FM213 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
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.
Formative coursework
Weekly homework assignments
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
Coursework (30%) and in class assessment (70%) in the MT.
Key facts
Department: Finance
Total students 2017/18: Unavailable
Average class size 2017/18: Unavailable
Capped 2017/18: No
Value: Half Unit
PDAM skills
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness
