FIN-470 PORTFOLIO MANAGEMENT & RISK ANALYSIS
This course provides the student the theories, tools, techniques and applications of Modern Portfolio Theory and Portfolio Risk Management. Building upon the contents of Finance 352, the course presents the Markowitz portfolio optimization concept as the basis for designing, developing and managing portfolios of securities. Asset allocation models and techniques are emphasized. The course also extends the student's knowledge of derivative contracts, such as options and futures contracts, to their uses in assessing and managing portfolio risk and presents methods for evaluating the return and risk performance of portfolios of securities. Prerequisites: FIN 319, BUS 311.