FIN 511G

Investment and Portfolio Analysis

4 Graduate credits
Effective June 25, 1998 – Present

Graduation requirements this course fulfills

This course is to equip students with strong knowledge of the modern theory of portfolio management and its applications. The major topics to be covered are: 1. The institutional environment of investment, the financial products available and how they are traded; 2. Models used in pricing these products: fixed income, equity, and derivative securities; 3. How to design an optimal portfolio of many assets and the trade-off between risk and return.

Prerequisites

Learning outcomes

General

  • Understand how financial markets function;
  • Value financial assets using finance models;
  • Design an optimal portfolio of financial assets.