Not available in 2017/18
FM301 Half Unit
Market Anomalies and Asset Management
This information is for the 2017/18 session.
Dr Michela Verardo
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 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.
20 hours of lectures and 10 hours of classes in the MT.
Students will be expected to produce 10 problem sets in the MT.
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).
Exam (100%, duration: 1 hour and 30 minutes) in the main exam period.
Total students 2016/17: Unavailable
Average class size 2016/17: Unavailable
Capped 2016/17: No
Value: Half Unit
- Problem solving
- Application of information skills
- Application of numeracy skills
- Commercial awareness