Advanced Investment - FRM 620
This course is designed to acquaint the
student with the concepts of portfolio theory,
portfolio management process, investment
strategies and analysis with applications to
the markets for equities and fixed income
securities. The course discusses principles
for valuing and managing financial assets
such as bonds and stocks. It covers the
establishment of appropriate investment
objectives, development and construction
of portfolio strategies, estimation of risk-return tradeoffs, and evaluation of investment
performance and risks. In addition, it focuses
on institutional investors such as mutual funds
and hedge funds, and also includes coverage
of international investing.