Books
Title links lead to book details on the IFoA Library catalogue. From here IFoA members, students and affiliates can 'Request' the book from the IFoA Library Service, subject to availability.
- Asset pricing. Revised edition - Cochrane, J.H. Princeton University Press, 2005. ISBN 9780691121376.
(Borrow from libraries) - The monetary and financial system. 4th ed. Goacher, D. Chartered Institute of Banking, 1999. ISBN 9780852975404.
(Borrow from libraries) - Options, futures and other derivatives: global edition. 9th ed. Hull, J. C. Prentice Hall, 2017. ISBN: 9781292212890.
(Borrow from libraries | Access eBook after member login to IFoA eLibrary via Athens*)
The 9th edition is also suggested reading for subject CM2, and core reading for SP6 and SA7 subjects of the IFoA exam curriculum from 2019.Other editions held by the IFoA Library:
Options, futures and other derivatives. 9th USA edition, 2014. ISBN 9780133456318 (Borrow from libraries)
Options, futures and other derivatives. 8th edition, 2011. ISBN 9780273759072.
(Borrow from libraries | Access eBook after member login to IFoA eLibrary via Athens*)
- Understanding infrastructure investments. Mackay-Fisher, K. CEO Forum Group, 2003.
- Principles of corporate finance: global edition. 12th ed. Brealey, R. A.; Myers, S. C.; Allen, F. - McGraw-Hill, 2016. ISBN: 978-125925331 (Borrow from libraries)
[Library holds earlier 11th ed., 2014. ISBN: 978-0077151560 (Borrow from libraries)
- A survey of behavioral finance. Barberis, N. and Thaler, R. Handbook of the Economics of Finance, 1B: Financial markets and asset pricing. Chapter 18, 1053-1128. (2003).
Access eBook after member login via Athens
Articles and papers
The following journal articles and papers are cited in references of SP5 Core Reading Unit 8 on 'Theory of Finance' and behavioural finance. Most are available via the 'JSTOR' links below after member login to the IFoA eLibrary via Athens.
- Are investors reluctant to realize their losses? Odean, T. The Journal of Finance (1998) 53(5): 1775-1798.
https://jstor.org/stable/117424 - Boys will be boys: gender, overconfidence, and common stock investment. Barber, B.M. and Odean, T. Quarterly Journal of Economics (2001) 116(1): 261-292.
https://jstor.org/stable/2696449 - The cross‐section of expected stock returns. Fama, E.F. and French, K.R. The Journal of Finance (1992) 47(2): 427-465.
https://jstor.org/stable/2329112 -- https://doi.org/10.2307/2329112 - Does the stock market overreact? Bondt, W.F. and Thaler, R. The Journal of Finance (1985) 40(3): 793-805.
https://jstor.org/stable/2327804 -- https://doi.org/10.2307/2327804 - The end of behavioral finance. Thaler, R.H. Financial Analysts Journal (1999) 55(6): 12-17.
https://jstor.org/stable/4480205 - Equity portfolio diversification. Goetzmann, W.N. and Kumar, A. Review of Finance (2008) 12(3): 433-463.
https://doi.org/10.2139/ssrn.627321 - From efficient markets theory to behavioral finance. Shiller, R.J. The Journal of Economic Perspectives (2003) 17(1): 83-104.
https://jstor.org/stable/3216841 - Good day sunshine: Stock returns and the weather. Hirshleifer, D. and Shumway, T. The Journal of Finance (2003) 58(3): 1009-1032.
https://jstor.org/stable/3094570 - Herd behavior in financial markets. Bikhchandani, S. and Sharma, S. IMF Economic Review (2000) 47(3): 279-310.
https://jstor.org/stable/3867650 - Investor sentiment and the cross‐section of stock returns. Baker, M. and Wurgler, J. The Journal of Finance (2006) 61(4): 1645-1680.
https://jstor.org/stable/3874723 - Naive diversification strategies in defined contribution saving plans. Benartzi, S. and Thaler, R.H. American Economic Review (2001) 91(1): 79-98.
https://doi.org/10.1257/aer.91.1.79 - Noise trader risk in financial markets. De Long, J.B., Shleifer, A., Summers, L.H. and Waldmann, R.J. Journal of Political Economy (1990) 98(4): 703-738.
https://jstor.org/stable/2937765 - Prospect theory: An analysis of decision under risk. Kahneman, D. and Tversky, A. Econometrica: Journal of the Econometric Society (1979) 47(2): 263-291.
https://jstor.org/stable/1914185 - Returns to buying winners and selling losers: implications for stock market efficiency. Jegadeesh, N. and Titman, S. The Journal of Finance (1993) 48(1): 65-91.
https://jstor.org/stable/2328882 -- https://doi.org/10.2307/2328882 - Sentiment and stock prices: the case of aviation disasters. Kaplanski, G. and Levy, H. Journal of Financial Economics (2010) 95(2): 174-201.
https://doi.org/10.1016/j.jfineco.2009.10.002 - Sports sentiment and stock returns. Edmans, A., Garcia, D. and Norli, Ø. The Journal of Finance (2007) 62(4): 1967-1998.
https://www.jstor.org/stable/4622322 - Time series momentum. Moskowitz, T.J., Ooi, Y.H. and Pedersen, L.H. Journal of Financial Economics (2012) 104(2): 228-250.
https://doi.org/10.1016/j.fineco.2011.11.003 - Trading is hazardous to your wealth: the common stock investment performance of individual investors. Barber, B.M. and Odean, T. The Journal of Finance (2000) 55(2): 773-806.
Please contact libraries@actuaries.org.uk for guidance on access to these online articles.
Filter or search events
Events calendar
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Asia Conference 2021 webinar series
Online webinar series26 July 2021 - 30 July 2021
We have made it through 2020 but the COVID-19 crisis continues to have a significant impact on individuals, societies, businesses and the wider economy across the globe. Navigating the world post COVID-19 in an uncertain and highly unstable time brings along many uncertainties, challenges and exciting opportunities. Hence the theme of this year’s IFoA Asia Conference Webinar Series is “Risk. Adapt. Thrive.” -
CMI Income Protection
30 July 2021In April 2021, the CMI Income Protection Committee published Working Paper 149, which detailed the changes to analysis methodology for the Income Protection Investigation and the impact of past data issues. This webinar will provide an overview of the changes in the analysis approach and discuss the adjustments to the IP11 claim inceptions graduations.
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TPR Climate Change Guidance Consultation
17 August 2021
Louise Pryor, IFoA President, will chair this free-to-view session, in which Alex Darsley, TPR, Actuarial Regulatory Policy, will be discussing the regulator’s Climate Change Guidance Consultation, which is seeking views on new guidance designed to help trustees meet tougher standards of governance in relation to climate change ri -
September 2021 - Exam Preparation Techniques Webinar
23 August 2021.
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Internal audit is often the Cinderella of the audit world. It’s a regulatory requirement for insurance companies to have an internal audit function, so why not make it as useful as possible? This session will look at how to link an internal audit plan to the risk register, and how that helps audit committees and boards to spot problems and fix them. -
Climate change is one of the greatest risks facing our world today. Addressing it will require multi-faceted solutions. Through this panel session, we will explore the different levers that can be used to meet net-zero targets including climate science and data, government engagement, and mobilising green finance.
We have made it through 2020 but the COVID-19 crisis continues to have a significant impact on individuals, societies, businesses and the wider economy across the globe. Navigating the world post COVID-19 in an uncertain and highly unstable time brings along many uncertainties, challenges and exciting opportunities. Hence the theme of this year’s IFoA Asia Conference Webinar Series is “Risk. Adapt. Thrive.”
Louise Pryor, IFoA President, will chair this free-to-view session, in which Alex Darsley, TPR, Actuarial Regulatory Policy, will be discussing the regulator’s 
Internal audit is often the Cinderella of the audit world. It’s a regulatory requirement for insurance companies to have an internal audit function, so why not make it as useful as possible? This session will look at how to link an internal audit plan to the risk register, and how that helps audit committees and boards to spot problems and fix them.
Climate change is one of the greatest risks facing our world today. Addressing it will require multi-faceted solutions. Through this panel session, we will explore the different levers that can be used to meet net-zero targets including climate science and data, government engagement, and mobilising green finance.