FINA 8395 Portfolio Management
This course serves as the final class of the M.S. Finance program. The objective of the course is to apply all of the theoretical finance knowledge students have learned in other MS Finance courses. By studying the empirical evidence relevant for portfolio management, we will cover investment strategies and risk management of equity portfolios, such as estimation of capital market parameters, trade-off between risk and return, equilibrium asset pricing models, portfolio construction, optimal portfolio selection, and random walk as applied to portfolio management, etc. Approval required - final term.