FIN 525 Portfolio Management Select Term:
This course is designed to study the theoretical and practical aspects of modern portfolio theory. The course is intended for those students who are interested in working in the investments area as well as those who want to as those who want to become informed individual investors. Based on the interest of the class and the emphasis of the instructor, a selection of the following topics will be covered: overview of the investment environment and how securities are traded; valuation of major investment instruments such as stocks, bonds, options and other derivatives; risk aversion and the risk-return trade-off; asset allociation; portfolio optimization; modern portfolio theories including the Capital Asset Pricing Model, Arbitrage Pricing Theory, and multifactor models; market efficiency and behavioral finance; pricing and managing fixed income portfolios; security analysis and equity valuation; the theory and practice of portfolio management and portfolio performance evaluation.
SU Credits : 3
ECTS Credit : 6
Prerequisite : -
Corequisite : -