Isenberg School of Management 646 - Investment Management

The focus of this course is on the financial theory and empirical evidence that are relevant to management of investment portfolios. The topics covered include the relation between risk and return, diversification, asset allocation, portfolio optimization, factor models, market efficiency, and other related topics. The course will focus on the tools, applications, and concepts that go into investments. It relies heavily on quantitative methods and provides students with the ability to build valuation models to suit various investment strategies. Students will also gain an understanding of how investment theory relates to investment and management practices in the real world.

Open to Master of Finance (MFIN) students.