Tepper School of Business

 

 

45-871 Trade and Investment Strategy

 

                                                                                                                                     

                                                                                                                                     Professor Robert A. Miller  ramiller@cmu.edu  

 

                                                                                                                                     Teaching Assistant

Pei Xue  pxue@andrew.cmu.edu

 

SYLLABUS

0.1            Instructions for Installing/Uninstalling ComLabGames for Windows

0.2            Instructions for Installing ComLabGames for macOS

 

A.    AUCTIONS AND PROCUREMENT

 

 

Wednesday October 23

1. Texas CD Auctions

 

Monday October 28

2. Strategic Equivalence

           

Wednesday October 30

3. Revenue Equivalence

 

Friday November 1

Assignment 1 is due (10 points). Assignment 1 answer key.

 

Monday November 4

4. Procurement

           

Supplementary material and games used in this portion of the course         

 

B.  LIMIT ORDER MARKETS

 

 

Wednesday November 6

5. How Limit Order Markets Work

 

Sunday November 10

Assignment 2 is due (10 points). Assignment 2 answer key.

 

Monday November 11

6. Market Dynamics and Efficiency

           

Wednesday November 13

7. Trading on an LOM Exchange

 

Sunday November 17

Assignment 3 is due (10 points) Assignment 3 answer key.

 

Monday November 18

8. Arbitrage Pricing

 

Supplementary material and games used in this portion of the course           

 

C.    MODERN PORTFOLIO ANALYSIS

 

Wednesday November 20

9. Price Discovery

 

Monday November 25

10.  Dynamic Considerations

 

Tuesday November 26

Assignment 4 is due (10 points) Assignment 4 answer key.

           

Monday December 2

11. Portfolio Investment

 

Supplementary material and games used in this portion of the course   

 

D.    WRAPPING UP       

 

Wednesday December 4

12. Games for Grades

 

Friday December 13

Take-home examination is due (30 points)