FNCE-3030 (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. Formerly FNCE 4030. Requisites: Requires prerequisite courses of BASE 2101, 2102, 2103, 2104 and FNCE 2010 (all minimum grade D-). Restricted to Business (BUSN) majors with 52-180 units completed.