QST 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. Introduction to forwards and swaps and their applications within investment strategies. 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 2023 Schedule

Section Instructor Location Schedule Notes
D1 Carter HAR 419 TR 9:30 am-10:45 am

Note: this course was also offered during Summer Term

Note that this information may change at any time. Please visit the Student Link for the most up-to-date course information.