MASTER'S in FINANCE

Course Description

FINA644: Portfolio Theory and Management

Note: All courses carry three (3) credits unless otherwise stated.

This course analyzes different portfolio management techniques with respect to empirical evidence of security returns.

Major topics include discussion of the Capital Asset Pricing Model (CAPM), the Arbitrage Pricing Theory (APT), and multifactor models.

Students construct and monitor their own investment portfolios using data from Bloomberg. They learn how to combine different asset classes into investment portfolios according to modern portfolio theory with the objective of achieving an optimal risk-return profile.