Course - Capital Markets and Uncertainty - IF440
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
- Green Finance
Learning outcome
By the end of this course, the student shall:
- Know the core of modern portfolio theory and equilibrium in capital markets
- Know of various models for capital markets and pricing under uncertainty
- Know of central questions and related research
- Be able to analyze portfolio choice and pricing within different models
- Be able to analyze economic relationships wherein explicit assumptions on uncertainty in the capital markets matters
- Be able to make judgements on the influence of risk and uncertainty
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".
Specific conditions
Admission to a programme of study is required:
Accounting and Auditing (MRR)
Economics (MSØK)
Economics (MSØK/5)
Economics and Business Administration (MSIVØK5)
Economics and Business Administration (ØAMSC)
Entrepreneurship (MENTRE)
Entrepreneurship (MSENTRE)
Financial Economics (MFINØK)
Industrial Economics and Technology Management (MTIØT)
International Business and Marketing (860MIB)
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 |
No
Version: A
Credits:
7.5 SP
Study level: Second degree level
Term no.: 1
Teaching semester: SPRING 2024
Language of instruction: English
Location: Trondheim
- Economics and Administration
Department with academic responsibility
NTNU Business School
Examination
Examination arrangement: School exam
- Term Status code Evaluation Weighting Examination aids Date Time Examination system Room *
- Spring ORD School exam 100/100 D 2024-05-06 09:00 INSPERA
-
Room Building Number of candidates SL310 hvit sone Sluppenvegen 14 14 SL310 lilla sone Sluppenvegen 14 80 - 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.
For more information regarding registration for examination and examination procedures, see "Innsida - Exams"