Jan 29, 2023  
Graduate Studies Catalog 2013-2014 
Graduate Studies Catalog 2013-2014 [ARCHIVED CATALOG]

FIN 586 - Portfolio Theory

3 cr.
(Prerequisite, FIN 508)This course develops the fundamental concepts of portfolio theory in the risk-return framework. Different analytical tools for risk management; optimization, duration, immunization, and portfolio insurance are considered. The students are required to construct and maintain a simulated portfolio using real data.