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Investments and Portfolio Management

Опубликовано на портале: 25-09-2007
Дисциплина: Investments and portfolio management
Год: fall 2004
Язык: Английский
Тематические разделы: Экономика, Финансовая экономика, Финансовая экономика: Теория финансов, Рынок ценных бумаг, Рынок ценных бумаг: Управление портфелем ценных бумаг

This course surveys the basic theory and practice of investments, including: asset valuation; stocks, bonds, and hybrid securities (including options and financial derivatives); impact of risk and uncertainty on expected market returns for risky assets; quantification of risk; asset allocation; creation of portfolios to diversify market risk; the Capital Asset Pricing Model (CAPM); Arbitrage Pricing Theory (APT); factor models; and the theory and tests of market efficiency. The course is designed for SPEA masters’ students with interests in investment management, and design of investment portfolios. It will be of use to those who will seek work in city and state finance offices, state treasuries, investment banks, commercial bank trust departments, pension funds, mutual funds, and other financial institutions

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