The prerequisite (KATRAA12) 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 demonstration of a sufficient level of knowledge on the exam, the student will be capable of developing a framework for investing in the financial markets that minimizes “irrational” behavior and maximizes risk adjusted returns.
Contents
The impact of limits to arbitrage and investor psychology on investor decision-making and investment pricing; The interplay between human cognitive limitations/errors and limits to arbitrage; Issues and limits concerning both the “efficient markets” and “behavioral” approaches.