FINA 411/AA (Winter 2025): PORTFOLIO MANAGEMENT
This course focuses on modern investment theory and its application to the management of entire portfolios. Topics include a) construction of optimal asset portfolios using techniques such as the single index model, b) extensions of the capital asset pricing model and tests (e.g. the zero-beta model), c) criteria for evaluation of investment performance, d) active vs. passive portfolio management, e) portfolio insurance, and f) market efficiency.
- Teacher: HAMID REZA ROOHIAN