AEM 5670

AEM 5670

Course information provided by the Courses of Study 2022-2023.

The course provides a broad overview of investment management, focusing on the application of finance theory to the issues faced by portfolio managers and investors in general.  Topics include asset allocation, asset pricing models such as the capital asset pricing model and arbitrage pricing theory, active portfolio management, and performance evaluation.  These tools provide a disciplined way of thinking about investment decisions, while simultaneously framing how we think about the historical performance of markets.  While particular attention will be given to equity markets, we will also touch on implications for fixed income and derivative securities.  Finally, we will spend time looking at alternative asset classes such as hedge funds and private equity.

When Offered Fall, Spring.

Prerequisites/Corequisites Prerequisite: coursework in introductory finance.

View Enrollment Information

Syllabi:
  •   Regular Academic Session.  Combined with: AEM 4670

  • 3 Credits GradeNoAud

  •  8688 AEM 5670   LEC 001

    • MW Warren Hall B75
    • Jan 23 - May 9, 2023
    • Murfin, J

  • Instruction Mode: In Person
    Enrollment preference given to students in AEM-MPS program.

Syllabi:
  •   Regular Academic Session.  Combined with: AEM 4670

  • 3 Credits GradeNoAud

  •  8689 AEM 5670   LEC 002

    • MW Warren Hall B75
    • Jan 23 - May 9, 2023
    • Murfin, J

  • Instruction Mode: In Person
    Enrollment preference given to students in AEM-MPS program.