The objective of this course is to develop the analytical skill sets required for risk and portfolio management in a global context. Topics covered include asset allocation, security selection, passive and active equity and fixed income portfolio management, management of alternative investments such as hedge funds and private equity, portfolio risk management using derivatives, trade execution of portfolio decisions, portfolio monitoring and rebalancing, and performance evaluation and attribution. The course examines the investment decisions faced by institutional investors such as mutual funds, pension funds, endowments, foundations, banks, and insurance companies, and addresses private retirement and wealth management decisions. The course takes a global approach with asset class and country selections/allocations, spanning instruments traded in both developed economies and emerging markets. Prerequisite: MGMT E-2700 or MGMT E-2740, or good finance and investment background.
Fall term (13606)
Hamza Abdurezak, PhD, Founder and Chief Executive Officer, Risknomics, Inc.