course-details-portlet

IF440 - Capital Markets and Uncertainty

About

Examination arrangement

Examination arrangement: School exam
Grade: Letter grades

Evaluation Weighting Duration Grade deviation Examination aids
School exam 100/100 4 hours D

Course content

  • Investment decisions
  • Capital allocation
  • Efficient Diversification
  • Optimal portfolio choice under uncertainty
  • Capital Asset Pricing Model (CAPM)
  • Arbitrage Pricing Theory (APT)
  • Behavioral Finance and Technical Analysis
  • Efficient Market Hypothesis
  • Socially Responsible Investment and Green Finance

Learning outcome

Knowledge

By the end of this course, the student shall:

  • Know the core of modern portfolio theory and equilibrium in capital markets
  • Know the core of basic models for capital markets and pricing of financial instruments under uncertainty
  • Understand the efficient market hypothesis and its implications
  • Know of key themes, opportunities, and challenges associated with leveraging finance to contribute to sustainable global development

Skills

By the end of this course, the student shall:

  • Be capable of using basic models for analyzing portfolio choices and pricing of financial instruments
  • Be able to analyze economic relationships where explicit assumptions about market uncertainty are central
  • Be able to make judgements on the influence of risk and uncertainty on financial decisions

General competence

By the end of this course, the student shall be able to communicate with both specialists and the general public about:

  • The implications of modern portfolio theory
  • The implications of the efficient market hypothesis
  • Fundamental ideas on how finance can contribute to sustainable global development

Learning methods and activities

Lectures, problem solving, assignments

Compulsory assignments

  • 2 obligatoriske innleveringer

Further on evaluation

Supporting material allowed on exams: Approved calculator regarding NTNUs support material code B-D "specific basic calculator". Other calculators that are allowed in the course are: Casio FC-100V and Texas Instruments - BAII Plus.

Admission to study programme is required, see "special conditions".

Required previous knowledge

None

Course materials

Textbook and readings will be announced when semester starts

Credit reductions

Course code Reduction From To
BA440 7.5 SPRING 2008
More on the course

No

Facts

Version: A
Credits:  7.5 SP
Study level: Second degree level

Coursework

Term no.: 1
Teaching semester:  AUTUMN 2024

Language of instruction: English

Location: Trondheim

Subject area(s)
  • Economics and Administration
Contact information
Course coordinator: Lecturer(s):

Department with academic responsibility
NTNU Business School

Timetable

List view
Calendar view

Examination

Examination arrangement: School exam

Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
Autumn ORD School exam 100/100 D INSPERA
Room Building Number of candidates
Summer UTS School exam 100/100 D INSPERA
Room Building Number of candidates
  • * The location (room) for a written examination is published 3 days before examination date. If more than one room is listed, you will find your room at Studentweb.
Examination

For more information regarding registration for examination and examination procedures, see "Innsida - Exams"

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