FINANCIAL MARKETS AND ALTERNATIVE INVESTMENTS

Time: September 4-8, 2017 

Place: Helsinki, Aalto University School of Business, Chydenia Building

Instructor: Professor Matti Suominen (Aalto University)

NFN Travel Grant: NFN offers travel stipends to PhD students in finance who come from one of the NFN member institutions, located outside of Finland. To apply for a travel stipend, please use this this form (rtf), and send the application to nfn (at) aalto.fi.

Lectures: 20 h of lectures. (20 x 45 minutes)

DAY
DATE
TIME
Monday 4.9. 12.15-13.45
and
15.15-16.45
G-112, Chydenia Building
Tuesday 5.9. 10.00-11.30
and
13.15-14.45
G-112, Chydenia Building
Wednesday 6.9. 10.00-11.30
and
13.15-14.45
G-112, Chydenia Building
Thursday 7.9. 10.00-11.30
and
13.15-14.45
G-112, Chydenia Building
Friday 8.9. 10.00-11.30
and
13.15-14.45
G-112, Chydenia Building

 

Learning Goal and Objectives: This course offers a doctoral level introduction to theoretical and empirical research on the financial market inefficiencies, alternative risk premia, and institutional investors' including hedge funds' dynamic investment strategies. As a whole, the course aims to advance the ability of students to develop research ideas of their own and work in the field of alternative investments.

Prerequisites: A basic knowledge of Asset Pricing.

Course Outline: Syllabus (PDF)

Reading list: tba

Access to the articles is subject to your home institutions' subsciptions to the databases. If you have a problem with accessing the articles, please contact GSF office gsf @ aalto.fi for advice. 

Lecture Notes: tba

Password for opening the course material will be e-mailed to the participants.

Credit units: 6 ECTS cr.

List of Participants: tba

Participants: Doctoral students in finance. The course is also open for KATAJA as well as FDPE students with sufficient background in finance and/or economics. The course is also open for foreign doctoral students given that there is space in the course.

EXAMination

Grading: the grading is based on two parts (a written exam and a term paper). The total points of this course are 100. In order to pass the course one needs at least 40% of points (i.e. 40 points). In addition, one has to get at least 40% of the points from the written exam.

  • a written exam (70% weight)
  • a term paper (30% weight)

Examination date and time: tba

Exam registration: Link to web registration will be opened soon.

Examination places:
Helsinki: Aalto University School of Business, Chydenia, tba
Vaasa: University of Vaasa
Oulu: University of Oulu, Department of Economics
Lappeenranta: Lappeenranta University of Technology
Turku: University of Turku, Turku School of Economics
Other locations: Doctoral students in other universities are requested to inform GSF by sending an e-mail to gsf@aalto.fi if they wish to take the exam in their home universities. The exam can be taken abroad where suitable exam supervision can be arranged. Please note that the exam must be written in presence of an exam supervisor. Thus, please submit the name of the exam supervisor at least 14 days before the examination.  Possible payment and arrangements for supervision should be made by the student.

Please note: No retake exam will be offered for any reason (beyond your control or not). However, the exam can be taken abroad where suitable exam supervision can be arranged. Possible payment and arrangements for supervision should be made by the student. In case you wish to take the exam abroad, please contact GSF by sending an e-mail to gsf@aalto.fi at least 14 days before the examination. 

Registration / Application

 

  • Doctoral students of GSF and FDPE: Please register through this link.
  • Doctoral students in related fields and doctoral students at foreign universities: Application form can be found here: PDF file or Word file. Please, send in addition to your complete contact information, a report on the status of your doctoral studies, and a brief CV. Please ask also your thesis advisor to send us a short letter of recommendation by-email. All the required documents should be sent by e-mail to gsf@aalto.fi.

 

The deadline for registering in this course is August 14, 2017. All applicants will be informed of their acceptance soon after the deadline.