Course overview The focus of this course is on financial theory and empirical evidence that are useful for investment decisions. The topics include: Financial theory: This include portfolio theory, CAPM, APT, discount factor model, they are important for decision-making in investments;
Introduction Overview of investment styles; Empirical evidence on returns of small capitalization firms and value stocks; How to identify investment styles of a mutual fund Characteristic-based style analysis Return-based style analysis Style benchmarks
