FINN 6214 Asset and Portfolio Management. (3)

Prerequisite: FINN 6203 or permission of Program Director. This course provides students with a foundation in investments and portfolio management from the perspective of an institutional investor. Particular attention will be given to the issues associated with managing assets of an insurance company. Topics include: measuring and modeling return and risk, expected return models, information ratio, valuation theory and practice, forecasting, portfolio construction, transaction costs, turnover and trading, performance analysis, asset allocation, securities analysis, and the legal and regulatory landscape of institutional investing. (Fall)

Course Category: 
Concentration: 
RISK MANAGEMENT