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Master of Science in Risk and Asset Management

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Module 1 - Financial Theory and Risk Management


In the past 50 years, the quantity of new research in finance has been large, and a sizable body of basic and practical academic knowledge is now available that can be used by practitioners to improve their investment practices.
This course serves as introduction to modern asset pricing theory.
The first part of the course deals with a variety of topics including the meaning and measurement of risk, general single-period portfolio problems, mean-variance analysis and the Capital Asset Pricing Model.
The second part of the course covers the Arbitrage Pricing Theory and multi-period portfolio problems. This course relies extensively on the reading of original research articles. As such, it can also be regarded as an introduction to research in finance.

Written by DELPHINE DUFIET
Date of update June 4, 2008

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