| Lecture |
Topic |
|
01 |
| What's Institutional Finance? |
|
|
Slides |
|
|
|
02 |
|
|
03 |
|
|
04 |
|
|
05 |
| Portfolio Analysis, CAPM and
Black-Litterman Model |
|
|
Slides |
|
| Simulation |
|
|
|
06 |
| Performance Evaluation - Hedge Funds |
|
|
Slides |
|
|
|
07 |
|
|
08 |
| Dynamic Arbitrage Strategies to Replicate
Non-linear Payoffs |
|
|
Slides |
|
|
|
09 |
|
|
10 |
| Deciphering the Credit and
Liquidity Crunch 2007-08 |
|
|
Paper |
|
|
|
11 |
| Institutions with Long-run Perspectives |
|
University endowments
- guest lecture by
Andrew Golden (President of Princo) |
|
| Sovereign wealth funds |
|
|
|
|
