INVESTMENT THEORY AND PRACTICE

Prerequisites & course information

Requisites: ( FINANCE 700 and GEN BUS 704 ), declared in graduate Business Exchange program, or Financial Economics MS Course Designation: Grad 50% - Counts toward 50% graduate coursework requirement Repeatable for Credit: No Last Taught: Fall 2026 Learning Outcomes: 1. Formulate the trade-off between risk and return for real-world investment problems Audience: Graduate 2. Describe the distribution of returns on broad asset classes Audience: Graduate 3. Use portfolio optimization techniques to develop an asset allocation for an investor Audience: Graduate 4. Examine factor models of returns Audience: Graduate 5. Compare different equilibrium security pricing models Audience: Graduate 6. Debate market efficiency Audience: Graduate 7. Compute bond prices and relate them to term structure theory Audience: Graduate 8. Apply interest rate risk management to solve real-world problems Audience: Graduate Learning Outcomes: 1. Formulate the trade-off between risk and return for real-world investment problems Audience: Graduate 2. Describe the distribution of returns on broad asset classes Audience: Graduate 3. Use portfolio optimization techniques to develop an asset allocation for an investor Audience: Graduate 4. Examine factor models of returns Audience: Graduate 5. Compare different equilibrium security pricing models Audience: Graduate 6. Debate market efficiency Audience: Graduate 7. Compute bond prices and relate them to term structure theory Audience: Graduate 8. Apply interest rate risk management to solve real-world problems Audience: Graduate