Portfolio Management

Catalog description

Theoretical analysis and practical applications of modern portfolio theory to individual and institutional portfolio management; optimal asset selection and allocation decisions, portfolio mix, and the evaluation of portfolio performance; Markowitz diversification, single and multi-index models, capital market theory, capital asset pricing, arbitrage pricing, fixed-income securities, and options strategies. Implementation of portfolio optimization design utilizing Web/online resources, including databases and software. Prerequisite(s): FIN 2505 ; and foundation courses may be taken as prerequisites or corequisites.