Portfolio Management and Analysis

Catalog description

Investement policy and process, modern portfolio theory, portfolio construction, and portfolio performance measurement and evaluation. FIN 461 Portfolio Management and Analysis (3) The course provides a mix between theories and applications of portfolio management. The content is divided into five sections: (1) implications of the efficient market hypothesis and behavior finance in portfolio management, (2) investment policy and process, (3) diversification and modern portfolio theory, (4) portfolio performance measurement and evaluation and (5) bond portfolio management. After completing the course, students are expected to (1) demonstrate the importance of portfolio management under the efficient market hypothesis and behavior finance, (2) write an investment policy statement, (3) create an optimal portfolio, (4) manage bond and equity portfolios, and (5) measure and evaluate portfolio performance.