Risk and Portfolio Management. 3 credits

Catalog description

This course is focused on asset allocation and portfolio construction, with a strong emphasis on measuring performance and managing risk. Topics include: the rationale behind the most commonly used performance and risk measures and models for portfolio construction, stress testing, scenario analysis, derivative securities, trading strategies, and hedging impact those risk measures and models, and the consequences of those interactions. Offered by SBUS Multidisciplinary. May not be repeated for credit.