Academic Calendar 2015/2016 - Portfolio Theory

ADMN 4117  Portfolio Theory

Prerequisites:

ADMN 3117

Hours:

Two hours of lecture and one hour of seminar per week for one term.

Credits:

3

Description:

This course introduces students to the various models used to in designing (or developing) and in evaluating portfolios, including the utility theory and stochastic dominance, the efficient formation of portfolios in mean/variance framework under various assumptions, application of asset pricing models. Emphasis is placed on interrelation of economic and market conditions, security valuation techniques, and the specific requirements of individual and institutional investors. The students also compare and contrast the activities of money managers with the strategies implied through various theories.