AEM 4670

Investments

Course Description

Course information provided by the Courses of Study 2017-2018.

This course is designed to further the understanding of institutional investment management. The course covers key concepts in risk return trade-offs and asset allocation. Students are expected to implement various techniques using real world data. The course also covers select topics in portfolio risk management and current regulatory adjustments.

When Offered Fall, spring.

Prerequisites/Corequisites Prerequisite: AEM 2240.

• Course will deepen the students' understanding of the core principles behind investment and Portfolio Management.
• Offers focus on the theoretical foundations of asset prices, with particular focus on the largest asset classes: Bonds, Equities, and Derivatives (Options).
• Students will be able to manage portfolios across asset classes, and learn how assets are priced either through no arbitrage arguments or general equilibrium price theory.
• Students will learn how these concepts are extended in an international framework, and how macroeconomic and global factors can affect investment decisions and asset prices.

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