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LUBS5003M
Module Reading List

Portfolio Risk Management, 2018/19, Semester 2
Laima Spokeviciute
L.Spokeviciute@leeds.ac.uk
Tutor information is taken from the Module Catalogue

This module will follow Investments and Portfolio Management by Bodie, Kane and Marcus as the core text book. Handouts, notes and journal articles will be provided where appropriate.

Bodie, Z, Kane, A. and Marcus, A.J. " Investments and Portfolio Management " 9th Edition, McGraw-Hill.

which was used for Security Analysis to serve as a reference. This book is ideal for graduate students in providing basic ideas to many concepts in Finance.

For students seeking to go further with these concepts and possibly conduct empirical research, a good book is

" Irrational exuberance " by Robert J. Shiller from Yale University

and

" The black swan : the impact of the highly improbable " by Nassim Nicholas Taleb, who was a prominent Wall Street practitioner and has warned about the impending financial crisis along with Robert J. Shiller.

A good (strictly focused) Risk Management book is the

Financial risk manager handbook plus test bank : FRM part I/part II by Philippe Jorion.

This list was last updated on 26/01/2014