Class Id: 8485
Days: Th
Start Time: 01:30 PM
End Time: 04:20 PM
Building: BENDC
Room: 103
Course Id: 3740
Departments and Numbers: ECO 462
Area: SA
Title: Portfolio Theory and Asset Management
Description: We will use class lectures, case studies, and handouts to illustrate theories and evidence useful for making investment decisions. We will discuss optimal portfolio choice, fixed-income securities, securities analysis, performance evaluation, and hedge funds. We examine asset pricing models (such as the Capital Asset Pricing Model (CAPM), and the Arbitrage Pricing Theory (APT)) that describe how securities are priced when investors choose their portfolios optimally. The second topic is on bonds and bond pricing. We then go on to discuss securities valuation models, evaluation of portfolio performance and, finally, the hedge fund industry.
Prerequisites: ECO 362, or FIN 501 and FIN 502.
Professors: Asani Sarkar
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Created by Bob Dondero.