732 Tentative Schedule for Fall 2009
Week 1: Wednesday (9/9) Introduction and Review:
What do tulips
and bubbles have to do with investments? Secrets of the Dow!
Reilly Norton Ch 1: The Investment Setting
Mutual Funds and EFTs basics for Stock-Trak formation of buy and hold portfolio and initial active portfolio
Week 2: Wednesday (9/16) Investment Choices from ADRs
to Zeros Including:
DIAMONDS,
iShares, ProShare’s ultras,
QQQQs, SPDRs and VIPERS
Why do cubes have the symbol QQQQ?
Reilly Norton Ch 2: Return and Risk Basics
Strong Ch 13: Market
Indexes
Reilly Brown Ch 3: Selecting Investments in a Global Market
Mutual Funds and Other Managed Investments
Stock-Track Trading begins on Monday,
September 14th
(Initial trades are due to Stock-Trak by 3pm on Friday, September 18, 2009)
Week 3: Wednesday (9/23) Why Being Short Is Risky?
The most important investment decision
Strong Ch 3: The Marketplace
Strong Ch 6: Market Mechanics
Reilly Norton Ch 5: Investment Policy Statements and Asset Allocation Issues
Stock-Track Trading--2nd Week: Stops, shorting and buying on margin
(Summary paragraph on Week #1 due)
Week 4: Wednesday (9/30) Strips, Straps and Straddles—Oh my!
Reilly Norton Ch 17: An Introduction to Derivative Instruments
Reilly Norton Ch 18: Derivatives: Analysis and Valuation
Stock-Track Trading--3rd Week: Rebalancing
and buying mutual funds
(Summary paragraph on Week #2 due)
Week 5: Wednesday (10/7) Wiener Process (not the one
by Oscar Mayer) Use of Options May
Truncate Tails
Reilly Norton Ch 18: Derivatives: Analysis and Valuation
Reilly Norton Ch 19: Equity-Portfolio Management
Stock-Track Trading--4th Week: Adjusting sector weighting, leveraging and
buying short positions
(Summary paragraph on Week #3 due)
Week 6: Wednesday (10/14) Could that
be a real $100 bill on the floor? Does Size Matter?
Reilly Brown Ch 6: Efficient Capital Markets
Strong Ch 11: Behavioral Finance
Stock-Track Trading--5th Week: Futures Transactions
(Summary paragraph on Week #4 due before or
in class)
Week 7: Wednesday (10/21) After Stock-Trak discussion, Exam in
class
Stock-Track Trading--6th Week: Basic Option Transactions
(Summary paragraph on Week #5 due before or
in class)
Week 8: Wednesday (10/28) Investing on the Frontier:
Portfolio Formation and Asset Pricing
Reilly Brown Ch 7: An Introduction to Portfolio Management
Reilly Brown Ch 8: An Introduction to Asset Pricing Models
Reilly Brown Ch 9: Multifactor models of risk and return
Stock-Track Trading--7th Week: Advanced Option Strategies
(Summary paragraph on Week #6 due before or
in class)
Week 9: Wednesday (11/4) Term paper TOPIC is due (one paragraph)
Reilly Brown Ch 9: Multifactor models of risk and return
Reilly Brown Ch 16: Equity Portfolio Management Strategies
Stock-Track Trading--8th Week: Commodities
futures, Index options, and individual stocks
(Summary paragraph on Week #7 due before or
in class)
Week 10:
Wednesday (11/11) Doing better than the market is bad!
Reilly Brown Ch 16: Equity Portfolio Management Strategies
Reilly Brown Ch 25: Evaluation of Portfolio Performance
Stock-Track Trading--9th Week: Currency Futures and Limit orders
(Summary paragraph on Week #8 due before or
in class)
Week 11: Wednesday (11/18)
NO CLASS in Green Bay—online
discussions
Stock-Track Trading--10th Week: Bonds and more stocks
(Summary paragraph on Week #9 due to D2L dropbox)
Week 12: Wednesday (11/25) NO CLASS
in Green Bay Thanksgiving Break
Stock-Track Trading--11th Week: No required trades
(No weekly summary due this week)
Week 13:
Wednesday (12/2) Term paper is due (Bring 2 copies)
Stock-Track Trading--12th Week: Close all derivatives, short and margin
positions
Last Day of trading is December 4th
(Summary paragraph on Weeks #10 and #11 due
before or in class)
Topic:
TBA
Week 13: Wednesday (12/9)
Stock-Trak Final
Report due in class)
Topic:
TBA
Week 14: Wednesday (12/16) In-class Exam
Other potential topics and resource chapters (Do not buys
these until after the first class period)
The Dead Cat Bounce and Stock Prices
Valuation: A Three Step Approach to Discovering
Intrinsic Worth
Reilly Norton Ch 16: Technical Analysis
Reilly Norton Ch 11: An Introduction to Valuation
Malkiel Ch 5: Technical and Fundamental analysis
Malkiel Ch 6: Technical Analysis and Random-Walk Theory
Malkiel Ch 7: How Good is Fundamental Analysis?
Reilly Norton Ch 12: Analysis
of Fixed-Income Valuation
Reilly Norton Ch 20: Bond Portfolio Management
EIC: it’s fun-da-mental
Reilly Norton Ch 13: Economic and Industry Analysis
Reilly Norton Ch 14: Analysis of Financial Statements
Reilly Norton Ch 15: Company Analysis and Stock Valuation