2023-2024 Undergraduate Catalog

FN 415 Portfolio Management

This course is designed to provide a sound foundation for the theory and practice of modern portfolio management. Topics include portfolio analysis, capital asset pricing theory, performance measurement, efficient market hypothesis, standard mean-variance theory, and dynamic asset allocation. The goal of this course is to acquaint students with the perspectives and techniques used to solve practical asset allocation problems of institutional investors such as pension funds, mutual funds, hedge funds, and sovereign wealth funds.

Credits

3

Prerequisite

FN 315