FN 907B/908B Investments
The course focuses on risk, return, and the institutional structure of equity, bond, and derivative securities markets. It overviews modern theories of portfolio analysis and performance evaluation, as well as cutting-edge methods employed in managing portfolio choices and asset allocation. Students gain familiarity with analytical methods used in projecting individual stock and bond performance such as discounted cash flows, factor models, value versus growth, and an analysis of factors affecting the risks and returns of individual securities.
Prerequisite
FN 902 Investment & Asset Pricing,
FN 904 Quantitative Research Methods II (Financial Econometrics), and
FN 912 Empirical Methods in Finance