Investment Management (FIN 829)

2021 Spring
School of Management
Eralp Denkta┼č,
Doctoral, Master
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Investment Management The main objective of this course is to provide you a useful tool set of theoretical and practical aspects of investment management. In the first part of the course; the main theoretical structure of Modern Portfolio Theory will be introduced by covering Markowitz mean- variance optimization and risk-return trade-off, basic financial market organization and functioning, equilibrium models and by giving some background information about traditional asset classes; namely fixed income secrities and equities. After this theoretical introduction; practical investment management concepts; such as Portfolio Management Process and Investment Policy Statement, formation of capital market expectations, strategic/tactical asset allocation will be summarized in the second part of the course. By the end of the course, students will have built an investment management notion and are expected to follow and think about financial markets in a more structured way.