Course Catalog

Course Catalog

NUMBER COURSE TITLE
FI 350
PORTFOLIO MANAGEMENT

Applies the theoretical principles of portfolio management to domestic and international asset allocation, the management of equity and fixed income portfolios and the use of derivatives to manage portfolio risk. Topics include passive and active management; quadratic optimization; international diversification; tactical asset allocation; market timing; factor models for risk measurement, optimization and performance attribution; hedging; and computer applications.

Prerequisite: FI 340., Units: 3 , Offered: Spring 2015 , Summer 2014