FINA 411/F (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. A computer exercise is assigned to illustrate the application of the theory.
- Teacher: FATEN MOUSSA