Semester:
Spring of every year
Credits:
Variable from 1 to 3
Prerequisite:
MBA 832 or approval of department
Restrictions:
Open to master's students in the Finance major and open to MBA students or approval of department.
Description:
Essential financial theories and quantitative tools related to the field of investments. Topics include behavior and distribution of stock returns, mean-variance optimization model of portfolio selection, basic asset pricing theories and market efficiency.
Semester:
Spring of every year
Credits:
Variable from 1 to 3
Prerequisite:
MBA 822 or approval of department
Restrictions:
Open to master's students in the Finance Major and open to MBA students or approval of department.
Description:
Essential financial theories and quantitative tools related to the field of investments. Topics include behavior and distribution of stock returns, mean-variance optimization model of portfolio selection, basic asset pricing theories and market efficiency.
Semester:
Spring of every year
Credits:
Total Credits: 3 Lecture/Recitation/Discussion Hours: 3
Prerequisite:
MBA 822 or approval of department
Restrictions:
Open to master's students and open to MBA students or approval of department.
Description:
Essential financial theories and quantitative tools related to the field of investments. Topics include behavior and distribution of stock returns, mean-variance optimization model of portfolio selection, basic asset pricing theories and market efficiency. Investment management, portfolio performance evaluation, active portfolio management, essentials of bonds and derivatives, and essentials of international diversification.