Portfolio Management

Undergraduate

Utility theory and stochastic dominance, the efficient formation of portfolios in mean/variance framework under various assumptions, application of asset pricing models to portfolio management, the evaluation of portfolio performance and current topics in portfolio management. Students will employ computer software in the management of stock and fixed income portfolios. Course Format: Lecture, discussion, 3 hours per week. Restrictions: Open to BBA and BBA Co-op students approved to the Finance concentration, Data Sciences and Analytics majors (DASA/DAFA)and BBE Financial Economics option students until date specified in Registration guide. After that date open to BAcc, BBA, BBE, BCB combined Business majors and Data Sciences and Analytics majors (DASA /DAFA). Prerequisite(s): FNCE 3P96 and FNCE 4P04 Course Notes: This course may be offered in multiple modes of delivery. The method of delivery will be listed on the academic timetable, in the applicable term.