This course aims at developing key concepts in investment theory from the perspective of a portfolio manager rather than an individual investor. The goal of this class is to provide students with a structure for thinking about investment theory and show how to address practical investment problems in a systematic manner. Instead of focusing on pure theoretical models, the emphasis is given on the empirical facts observed in asset prices in worldwide capital markets, understanding whether they manifest new dimension of systematic risk, and how to design smart portfolios to take advantage of multiple sources of systematic risk.
Students interested in this course are expected to have sound knowledge of Statistics and Regression Analysis. This is a quantitative course in which we discuss many cases, but case studies will require ability to do statistical analysis similar to what might be applied in practice. The course develops an applied analytical framework of financial investments.
(DECS-434-0 OR DECS-431-0 OR DECS-437-0 OR DECS-439-0 OR DECS-439-B OR DECS-440-0 OR DECS-445-0 OR DECSM-431-0) AND (FINC-430-0 OR FINC-440-0 OR FINCM-430-0)
(DECS-434-0 OR DECS-431-0 OR DECS-437-0 OR DECS-439-0 OR DECS-439-B OR DECS-440-0 OR DECS-445-0) AND (FINC-430-0 OR FINC-440-0)
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