All courses
FIN-401Undergraduate / Postgraduate
Investment Analysis and Portfolio Management
From security analysis to portfolio construction: risk and return, CAPM and multi-factor models, efficient markets, equity and bond valuation, and performance evaluation.
Topics covered
- 01Risk, return & utility
- 02Portfolio theory & the efficient frontier
- 03CAPM & factor models
- 04Equity & bond valuation
- 05Market efficiency
- 06Performance measurement (Sharpe, Treynor, Jensen)
Learning objectives
- Measure risk and return of individual securities and portfolios
- Construct and evaluate diversified portfolios
- Apply valuation models to equities and bonds
Recommended books
- Investment Analysis & Portfolio Management — Reilly & Brown (placeholder)
- Security Analysis & Portfolio Management — Fischer & Jordan (placeholder)