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
-
The Growth Mindset for Actuaries
13 October 2021 - 8 December 2021This practical course is aimed at actuaries at any stage of their career who want to develop their own growth mindset and apply it to their work setting and personal or professional lifelong learning. The content of the course builds on the lecture given by Dr Helen Wright on Growth Mindset as part of the President’s 2021 Lecture series, and will be delivered over a period of 2 months, from mid-October to early December.
-
The importance of biodiversity for finance, business and policy is being increasingly recognised. While many studies highlight the overall economic impact that biodiversity loss could have, it is much more difficult to quantify and understand the particular impact that is may have on individual businesses or communities. The management and measurement of these risks is a field where actuaries are well placed to contribute. -
The climate crisis and the degradation of our planet will affect societies everywhere. How we address these threats will require solutions that transcend borders. As a global profession, the actuarial community is well-placed to consider and propose effective risk management solutions to help manage the climate crisis.
-
GIRO 2021 Webinar Series
Online8 November 2021 - 19 November 2021
Join leading experts to discuss key issues, emerging ideas and new research across the general insurance sector. -
Proposals for changes to the regulatory framework on climate change and sustainability
11 November 2021This is a free webinar with an expert panel providing their views on the ongoing IFoA consultation for proposals regarding changes to the regulatory framework on climate change and sustainability.
The regulatory consultation sets out, for feedback some proposed approaches that the IFoA are considering in relation to charter commitments under the UK’s Green Finance Education Charter (GFEC) and the regulatory framework, including the Actuaries’ Code.
-
Life 2021 Webinar Series
Online22 November 2021 - 26 November 2021
Join leading experts to discuss key issues, emerging ideas, and new research across the Life insurance sector. -
What next for Mental Health in Insurance?
1 December 2021
Content will be aimed at all actuaries looking to understand the issues surrounding mental health in insurance and in particular those looking to ensure products and processes widen access for, and are most useful to, those experiencing periods of poor mental health.
The importance of biodiversity for finance, business and policy is being increasingly recognised. While many studies highlight the overall economic impact that biodiversity loss could have, it is much more difficult to quantify and understand the particular impact that is may have on individual businesses or communities. The management and measurement of these risks is a field where actuaries are well placed to contribute.
Join leading experts to discuss key issues, emerging ideas and new research across the general insurance sector.
Join leading experts to discuss key issues, emerging ideas, and new research across the Life insurance sector.
Content will be aimed at all actuaries looking to understand the issues surrounding mental health in insurance and in particular those looking to ensure products and processes widen access for, and are most useful to, those experiencing periods of poor mental health.