FPL 4395 Portfolio Management
The objective of the course is to apply the knowledge and skills of advanced financial topics in a real-world stock investment fund. 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.
Offered
As Needed