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BUSI 4502

Portfolio Management

0.5 credit · Undergraduate

Analysis of investment requirements for individuals and institutional investors: liquidity, risk and return; portfolio design, construction, management and control; performance measurement; capital market theory.

2026

Topics

  • Portfolio Risk, Return & Diversification: expected Ch. 4, pp. 42
  • Efficient Portfolios & Computing the Efficient Ch. 5, pp. 65
  • Estimating Portfolio Risk: The Single-Index Model: Ch. 7, pp. 126
  • Practical Portfolio Construction: Multi-Index & Ch. 8, pp. 155
  • Estimating Expected Returns & Selecting the Ch. 10, pp.
  • Security Analysis I: Valuation: valuation process, Ch. 18, selected
  • Security Analysis II: Earnings & Forecasts: Ch. 19, pp.
  • Efficient Markets & Active vs. Passive Portfolio Ch. 17, selected
  • Portfolio Performance Measurement & Evaluation Ch. 26, selected
  • The Evidence on Fund Performance & Evaluating Ch. 26, selected
  • Portfolio Monitoring, Revision & Final Investment No new reading

Readings

  • Modern Portfolio Theory and Investment Analysis  By Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, and William N. Goetzmann; 9th Edition; Wiley; 2014.
  •  ISBN: ISBN-10: 1118469941; ISBN-13: 978-1118469941  PRICE: o Print Textbook: $320.95 o eBook: (150-day access) - $100.00 or (lifetime access) - $226.95

Prerequisites & course information

Prerequisite(s): fourth-year standing, BUSI 3500, BUSI 3502, and BUSI 3512 (with a grade of C- or higher in each), and STAT 2602 or STAT 2607 (with a grade of C- or higher). Lecture three hours a week.

Sources