Catalogue 2012 - 2013

FIN 618 Security Analysis and Portfolio Management


3 cr.


FIN 617.

Course Description

This course is an intermediate study of the investment process that introduces some of the more useful quantitative methods for portfolio management. Key outputs include the ability to apply mean variance, semi variance, duration, and convexity as measures of risk, to measure performance attribution, and to undertake fundamental security analysis at the company and industry level.