| Code | Lecturer(s) | Associate Lecturer(s) | Subsitute Lecturer(s) et other(s) |
|---|---|---|---|
| W-FINA-009 |
|
| Language of instruction | Language of assessment | HT(*) | HTPE(*) | HTPS(*) | HR(*) | HD(*) | Term |
|---|---|---|---|---|---|---|---|
| Français | Français | 30 | 15 | 0 | 0 | 0 | Q1 |
Contents
Architecture of the stock markets and mainly Euronext markets Organization of the exchanges on markets Euronext Modern theory of the ortfolio Efficient border with and without free risk asset CAPM Formation of stock market prices
Required Reading
Required Learning Resources/Tools
Kahneman D. & Tversky A. (1979), "Prospect Theory : An analysis of Decision Under Risk", Econometrica, 47, pp.263-291
Lintner J. (1965), «The Valuation of Risk Assets and Selection of Risky Investments in Stock Portfolios and Capital Budgets », Review of Economics and Statistics, Vol.47, pp.13-37.
Markowitz H. (1952), «Portfolio Selection », Journal of Finance, vol. 7, mars, pp. 77-91.
Mossin J. (1966), «Equilibrium in a Capital Market», Econometrica, Vol.34, pp.768-783
Sharpe W.F. (1963), "A Simplified Model for Portfolio Analysis", MAnagement Science, janvier, 277-293
Sharpe W.F. (1964), «Capital Asset Prices: A Theory of Market Equilibrium Under Conditions of Risk », Journal of Finance, vol.19, n°3, pp.425-442
Recommended Reading
Recommended Learning Resources/Tools
Not applicable
Other Recommended Reading
Not applicable
Mode of delivery
- Face to face
Term 1 Assessment - type
- Presentation and works
- Written examination
Term 1 Assessment - comments
Written examination: 70 % personal works: 30 %
Term 2 Assessment - type
- N/A
Term 2 Assessment - comments
Not applicable
Term 3 Assessment - type
- Presentation and works
- Written examination
Term 3 Assessment - comments
Written examination: 70 % personal works: 30 %
Resit Assessment - Term 1 (B1BA1) - type
- N/A
Resit Assessment - Term 1 (B1BA1) - Comments
Not applicable
Type of Teaching Activity/Activities
- Cours (cours magistraux; conférences)
- Travaux pratiques / travaux de laboratoire / exercices de création et recherche en atelier / projet sur ordinateur /études de cas