FIN 406 - Portfolio Theory and Management

3 Credit(s)

This course is an in-depth study of the theory and practice of modern portfolio management. Students gain hands-on experience through construction and monitoring of an equity portfolio that is consistent with a client’s investment objective and risk tolerance. Students develop an Investment Policy Statement for an individual investor, perform stock screening using both qualitative and quantitatively screening criteria and apply optimization technique to create an optimal investment portfolio that satisfies the investment requirements. Students will learn various strategies to test the portfolio constructed, issues that impact portfolio performance in achieving investment objectives, and finally evaluate its performance. All stock transactions are conducted using StockTrak. Data and information from Bloomberg is extensively used in constructing the optimal portfolio.
Prerequisite(s): FIN 303.