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.