The prerequisite is intended for degree students. The course will not be necessarily organized every year. Information on its organization will be published on the web pages of the School of Management.
Upon completion of the course and their project, the student will be capable of identifying and exploiting financial market irregularities as if he or she were able to do so in the actual financial markets. Therefore, the goal of each student is to learn how to systematically construct an investment process; and their outcome is the capacity to create investment processes more generally. Therefore, students are expected to show that they can systematically exploit one or more market inefficiency.
Contents
Learning how to exploit financial market inefficiencies from an economic and behavioral perspective, with an emphasis on the practical side of these approaches; During each class one or more practical examples will be reviewed using financial market data and/or statistics; The class is a combination of quantitative methods and behavioral finance.
Teaching methods
Teaching method
Contact
Online
Lectures
40 h
0 h
Teaching language
English
Modes of study
Option
1
Available for:
Degree Programme Students
Other Students
Open University Students
Doctoral Students
Exchange Students
Participation in course work
In
English
An individual project and a final examination (the emphasis is on the project).
Evaluation
Numeric 1-5.
Study materials
1. Articles and other materials specified during the course.