GBUS 846 - Portfolio

This course will provide students with a strong conceptual and applied understanding of the theory and practice of portfolio management. Students will first examine classical modern portfolio theory that will form the foundation for an exploration of the practice of portfolio management through case discussions and with guest lecturers. Topics will include modern portfolio theory, investment policy, portfolio strategy, asset allocation, market efficiency, and performance evaluation. Students will be challenged to evaluate the validity of theory and conventional practice as guidance for managing portfolios. The course will feature a combination of cases, guest lecturers from industry, and readings. Although most relevant to students planning careers in investment management and research, the course also should be valuable to students interested in managing their own investments. Valuation in Financial Markets is a prerequisite for this course. (Y)

Credits: 1.5