Portfolio Analysis

Catalog description

This course is based on modern portfolio analysis techniques. It utilizes mean-variance analysis to determine efficient portfolios and presents techniques for calculating efficient frontiers. It also utilizes single and multi index models to calculate the correlation structure of security returns and simplify the portfolio selection process. It further examines models of equilibrium in capital markets, international diversification and other portfolio selection models, such as safety-first. The course will utilize the computer to demonstrate and explore the various implications of portfolio analysis. Prerequisite: FIN 3315 , minimum grade of C.