FINC 4133 - Portfolio Management

Students examine and apply concepts relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, performance evaluation, and long-horizon investing. Class 3. Prerequisite(s): FINC 3403.