University Catalog 2014-2015

University of Colorado Boulder

FNCE-4030 (3) Investment and Portfolio Management

Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Prerequisites: Requires prerequisite course of FNCE 3010 (minimum grade D-). Restricted to Business majors with 52-180 units completed.