Active Portfolio Management

Catalog description

Credits 3. 3 Lecture Hours. Analysis of investment tactics designed to earn abnormal returns; identification and evaluation of active strategies that exploit capital market anomalies and market inefficiencies; portfolio structuring, stock and sector selection, performance measurement, attribution analysis and benchmarks in inefficient markets. Prerequisites: Graduate classification; classification 6 students may not enroll in this course; FINC 421 or FINC 632 ; FINC 434 or FINC 629 .