Modern Portfolio Management

(3 Credit Hours) · Undergraduate

This course extends the foundational concepts of investments into the practice of professional portfolio management. The course focuses on how institutional investors and private wealth managers construct, manage, and evaluate portfolios in real-world settings. Topics include strategic and tactical asset allocation, portfolio construction and optimization, trading and transaction costs, risk management, and performance evaluation. A distinguishing feature of the course is a semester-long paper portfolio exercise in which student teams manage an equity portfolio benchmarked to the S&P 500, with structured checkpoints that integrate directly with course content. Throughout the course, students work with the same professional-grade risk models and data sources used by practitioners in the industry.