Comprehensive investigation of modern portfolio theory. Unifying theme: optimization of the trade-off between risk and return. Examination of asset pricing models and security analysis issues within this framework. Course culminates in a discussion of portfolio management and performance evaluation.
Credit Courses: 3
Prerequisites: FINA 6320 or equivalent.
Student Learning Outcomes
- Implement basic and advanced trading strategies.
- Identify under- or overvalued assets and invest to maximize returns.
- Construct risk optimized portfolios.
- Use different investment vehicles according to investor's unique risk profile.