GSM FE 823
Introduction to the investment management process. Defining investment objectives and constraints. Introduction to Modern Portfolio Theory, CAPM, Fama- French factors, APT, efficient markets, stock, bond and option valuation models. Immunizing interest-rate risk. Active and passive investment strategies, fundamental analysis, trading practices, and performance evaluation. Introduction to the role of futures and options in hedging and speculation. Arbitrage and hedge fund strategies. Understanding the assumptions underlying the different approaches and their limitations. Topics related to current events and the recent financial crisis.
FALL 2016 Schedule
|A1||Alt||HAR 408||MW 8:00 am-9:30 am|
SPRG 2017 Schedule
|F1||TBA||T 6:30 pm-9:30 pm|
Note: this course was also offered during Summer Term