Access Keys

This information applies to pages in the CSUN template system. Windows-press ALT + an access key. Macintosh-press CTRL + an access key.

The following access keys are available:

• 1 Home Page
• 2 Skip Navigation
• 3 People Finder
• 4 Search
• 9 Contact Page
• 0 Access key details

FIN 452 - Investment Analysis

 

Syllabus Fall 2018

Syllabus Supplement

Course Flow Chart

How to Study for This Course

Market Reports

List of CFA Portfolio Learning Outcomes

Financial News

 

Class Readings

Efficient Frontier and CAPM Welch investments supplement (One of the resources for the course is Ivo Welch's investments supplement from his online text book. The textbook itself is available here and includes a low-tech version of mean-variance optimization (chapter 8) and of CAPM and the SML (chapter 9). These chapters are free and readable online but not downloadable. See here.) Outline of Welch supplement and class topics	Efficient Frontier and CAPM   Efficient Frontier Spreadsheet Sortino Ratio Fama French on CAPM
Factor Models Vanguard on factors Three-factor model Three-factors in more detail (optional) CFA: Practitions Guide to Factor Models (optional - includes APT)	Smart Beta Readings Vanguard Study Factor models   Vanguard News Fidelity joins move to smart beta Survey Findings from Financial Advisors   Objective of Factor Indexes (optional) Factors and Factor Exposures (optional) Alternatively Weighted and Factor Indexes (optional) Factor Exposures of Smart Beta Indexes (optional)
Investment Policy Statements Introduction The basics Sample for individual Sample for investment fund UCLA Foundation Statement 2016 Yale Endowment Report Swensen comments Nevada	Benchmarks Benchmark - 1 Benchmark - 2 Benchmark - 3 Benchmark - 4 Calpers PE Benchmark Change Blackrock capital market assumptions
Active Management Thoughts on...Fundamental Law of Active Mangement The Power of Concentration Optional: 7 Quantitative Insights   Blackrock Evestment Foster-Warren Chicago Ritholtz	Williams Powell Yield Curve Growth Trade 1 Trade 2 Trade 3 Trade 4 Trade 5

.

• California State University
• Community Impact Reports
• Voter Registration
• Terms and Conditions for Use
• Contact CSUN
• Emergency Information

• California State University, Northridge at 18111 Nordhoff Street, Northridge, CA 91330 / Phone: 818-677-1200 / © 2007 CSU Northridge
• Updated on12/6/18