Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030. Degree credit not granted for this course and FNCE 3035.
instructor(s)
Abis, Simona
Primary Instructor
- Fall 2023 / Fall 2024
Burnes, Ellen
Primary Instructor
- Fall 2022 / Summer 2023 / Fall 2023