FINA 6419 — Portfolio Management

2 semester hoursGraduateLecture

Develops approaches to portfolio construction and performance measurement using quantitative models. Highlights the construction of efficient portfolios based on risk-return analysis, the effects of diversification on risk reduction, exposure to multiple systematic risk factors, and transaction costs for active equity portfolios. Motivates and examines multifactor financial models of capital asset pricing as the basis for characterizing portfolio style from the institutional investor’s viewpoint.

Prerequisites

Unlocks

FINA 6461

Courses that list FINA 6419 in their prerequisites.

Links

Official catalog (FINA course descriptions) · All FINA courses · Plan it at numap.app