It addresses investor choice, market opportunities, and optimal portfolio selec-tion. Write a rationale paper describing the artifacts in the portfolio and how they demonstrate skills, knowledge, understanding of theory, professional disposition, real-world application, and mastery of the program objectives. Syllabus. Wiley, 2007. You can add any other comments, notes, or thoughts you have about the course F. J. Fabozzi, P. N. Kolm, D. A. Pachamanova, and S. M. Focardi, Robust Portfolio Optimization and Management. Modern Portfolio Theory and Investment Analysis, by Edwin J. Elton, Martin J. Gruber, Stephen J. portfolio theory, understand the investment process scope and stages, be able to form market expectations and build strategic asset allocation, select the optimal investment strategy. The purpose of the syllabus is to develop the candidate’s knowledge of the theoretical basis of certain actuarial models and the application of those models to insurance and other financial risks. Strategic Asset Allocation, by John Y. Campbell, Luis M. Viceira 3. Working capital management, advanced capital budgeting, lease versus buy analysis, dividend policy, capital structure theory, long-term sources of finance and contingent claim as they apply to corporate financial management. Modern portfolio theory started with Harry Markowitz’s 1952 seminal paper “Portfolio Selection,” for which he would later receive the Nobel prize in 1990. He put forth the idea that risk-adverse investors should optimize their portfolio based on a combination of two objectives: expected return and risk. He put forth the idea that risk-adverse investors should optimize their portfolio based on a combination of two objectives: expected return and risk. . During the past half century, researchers and practitioners have reconsidered the Markowitz portfolio formulation and have proposed countless of improvements and variations, namely, robust optimization methods, alternative measures of risk (e.g., CVaR or ES), regularization via sparsity, improved estimators of the covariance matrix via random matrix theory, robust estimators for heavy tails, factor models, mean models, volatility clustering models, risk-parity formulations, etc. Slides Portfolio Theory Slides 1–46 (PDF) Video for Part I of Portfolio Theory covers slides 1–12 Video for Good knowledge of linear algebra and some programming knowledge in R (or similar). Willingness to spend countless of hours programming in R. Instructor: Prof. Daniel P. PALOMAR (https://www.danielppalomar.com), TAs: Rui ZHOU (rzhouae@connect.ust.hk) and Sandeep KUMAR (eesandeep@ust.hk). 3 (u) Shefrin, Hersh, and Meir Statman (1985): “The Disposition to Sell Winners Too Early and Ride Looser Too Long: Theory and Evidence,” Journal of Finance, 40(3). In this portfolio management course, you will learn how to hedge a portfolio using different techniques such as factor investing, risk parity and modern portfolio theory. Course Syllabus QF-AQAC-03.02BS.1.2 1 Course Syllabus 1. Basic information and (e) Tversky, Amos, and Daniel Kahneman (1992): “Advances in Prospect Theory: Cumulative Representation of Uncertainty,” Journal of Risk and Uncertainty, 5, pp. Cases. Syllabus Finance 205/720 Christopher C. Géczy The objective of this course is to undertake a rigorous study of the theory and empirical evidence relevant to institutional portfolio management. However, the vanilla Markowitz portfolio formulation does not seem to behave as expected in practice and most practitioners tend to avoid it. COURSE SYLLABUS PORTFOLIO MANAGEMENT Course title: Portfolio Management Course code: DTU406 Department: Faculty of Banking and Finance Credit hours: 3 credits Prerequite(s): Financial and Monetary Theory, Corporate Finance 1. For this, elementary course on calculus and probability theory are prerequisite. Investments. Financial Modeling, Second Edition, by Simon Benninga, Second Edition (or later), MIT Press, 2000. Goetzmann, Wiley, New York, 2003. This course will explore the Markowitz portfolio optimization in its many variations and extensions, with special emphasis on R programming. Welcome to English 1000C! 2. The course begins by covering the classic foundations of portfolio theory, including mean-variance mathematics and the standard equity factor models used in attribution and risk management. AP® Studio Art: 3-D Design: Syllabus 1 Syllabus 1058795v1 2 Course Description “This portfolio is intended to address sculptural issues. Program Name: MA Finance 3. Topics include: portfolio theory; equilibrium models of security prices (including the capital asset pricing model and the arbitrage pricing theory); the empirical behavior of security prices; market efficiency; performance evaluation; and behavioral finance. Since the economic notions areexplained in detail, this manuscript UNIT 3 — PORTFOLIO THEORY Syllabus objectives (iii) Describe and discuss the assumptions of mean-variance portfolio theory and its principal results. Portfolio Theory and Applications Syllabus 1 Course Goals This course is an introduction to quantitative portfolio theory, practice, optimization, and management. Professor Michael J. Birnbaum. Bill Reese. Design involves purposeful de-cision making about using the elements of art principles in an FBE 555: Investment Analysis and Portfolio Management Prof. Christopher S. Jones Fall 2017 Course Syllabus This syllabus describes the policies, procedures, and content of this course. Spring 2014. Recommended for portfolio managers and quants who wish to construct their portfolio quantitatively, generate returns and manage risks effectively. Modern Portfolio Theory and Investment Analysis, Sixth Edition (or later), by E.J. Course Code and Title: 1603733 Portfolio Theory 5. In this course, you will learn different portfolio management techniques such as Factor Investing, Risk Parity and Kelly Portfolio, and Modern Portfolio Theory. Elton, M.J. Gruber, S.J. Investment Portfolio Management Syllabus 1. Jump to Today. The course will cover the following topics: Arbitrage asset pricing Optimal consumption-portfolio choices Neo-classic theory of corporate nance Static equilibrium Please read it. ELEC/ IEDA 3180 – Data-Driven Portfolio Optimization Spring 2019-20, HKUST Description. Portfolio Management Simulation I will give out practice exercises along the classes. portfolio theory, understand the investment process scope and stages, be able to form market expectations and build strategic asset allocation, select the optimal investment strategy. The course lasts just over 7 months and comprises of : * Photoshop x 12 classes ( 90 minutes each class ) * Illustrator x 15 classes ( 90 minutes each class ) FIN4115/FIN4713 Applied Portfolio Management: Security Analysis and Valuation SEM 1, 2020 – Course Syllabus (DRAFT) Instructor: Joseph Cherian Room: 7-58, BIZ 1 Email: bizjc@nus.edu.sg Tel: 6516-5991(O) Section: Tuesday 3pm – 6pm TA: Ms. Xu Wanrong Risk Theory has been identified and recognized as an important part of actuarial ed ucation; this is for example documented by the Syllabus of the Society of Actuaries and by the recommendationsof the Groupe Consultatif . Syllabus I. Modern portfolio theory started with Harry Markowitz’s 1952 seminal paper “Portfolio Selection,” for which he would later receive the Nobel prize in 1990. Course Summary Finance 304: Security Analysis & Portfolio Management has been evaluated and recommended for 3 semester hours and may be transferred to over 2,000 colleges and universities. Brown, William N. Goetzmann 2. It examines security covariance and return models, performance analysis, and return attribution. INSTRUCTOR(s) INFORMATION 2. Until today, that idea has remained central in portfolio optimization. Professor. the neoclassical theory of nance that underlies the other courses. The purpose of the syllabus is to develop the candidate’s knowledge of the theoretical basis of certain actuarial models and the application of those models to insurance and other financial risks. Brown, and W.N. Sept. 25 – Oct. 24, 2020. The focus of this second week is on Modern Portfolio Theory. Program Code 03 4. COURSE DESCRIPTION This course introuduces portfolio theories and tools that are used while managing a portfolio. To add some comments, click the "Edit" link at the top. Investment & Financial Markets Exam—November 2020 The Investment and Financial Markets Exam is a three-hour exam that consists of 30 multiple-choice questions. Tulane Office Phone: 504-865-5465. The lectures will be a blend of asset pricing theory, econometric SJH 203: Tuesday/Thursday 4:40-6:05PM. 1 Behavioural Portfolio Theory NCCR FINRISK Advanced PhD Course at the University of Zurich FALL TERM 2009 1. CFRM 501 - Investment Science Course Syllabus Contact Information Instructor: Ryan Donnelly (rdon@uw.edu) Class Schedule: MW 1:30 - 3:20 pm, LOW 206 Exams Midterm: November 6, 2017 at 1:30 pm Final Exam: December It goes beyond these classic results to cover return dynamics, statistical uncertainty, model selection, market frictions, and non-convex optimization. 2. course grading. In the second half of the course we explore the frameworks to measure investment performance, as well as the various measures of investment performance. Learning Theory and Portfolio Development EDUC-205 CG Section 8WK 11/08/2019 to 04/16/2020 Modified 11/06/2020 Course Description An introduction to learning theories with an emphasis on experiential learning. 2. Course Syllabus QF-AQAC-03.02BS.1.2 1 Course Syllabus 1. Office Hours: by appointment. Week. Behavioural Portfolio Theory, NCCR-FINRISK, University of Zurich. The theory of investment is concerned primarily with investment decisions, portfolio strategies and the structure of capital markets. Description: This video lecture introduces the tangency portfolio and the Sharpe ratio as a measure of risk/reward trade-off. #Portfolio, #PortfolioComposition, #PortfolioBeta, #PortfolioAlpha, #CAPM We simplify your financial learnings. Modern portfolio theory started with Harry Markowitz’s 1952 seminal paper “Portfolio Selection,” for which he would later receive the Nobel prize in 1990. Introduction Color is one of the most powerful tools for designers. Finance Theory I Final and Midterm exams for the years 2000, 2001, 2002, 2004 and 2005 and solutions for the 2000, 20001 and 2002 Midterms will also be emailed. Department Name: Finance 2. Pre-requisites: Principles of Finance and Principles of Investments 7. Prerequisite: FIN 310 - Financial Management, or equivalent. Program Code 03 4. Syllabus - FIN 410 - Investment Theory & Applications - Spring, 2011 Course: Line #: 57025; Meets in Summerfield 428; M W, 2:30 - 3:45pm Instructor: Professor Koch Office: 226C Summerfield; Phone: 864-7503. email: pkoch@ku.edu Office Hrs: Mon & Wed, 2:00 - 2:30pm & 5:15 - 6:00pm. For example, jaguar speed -car Behavioural Portfolio Theory, NCCR-FINRISK, University of Zurich. This syllabus section provides an overview of the course and information on meeting times, requirements, and grading. A thorough knowledge of calculus, probability, basic corporate finance, and interest theory is assumed. 1 practice exercise. Financial Theories This includes portfolio theory, the capital asset pricing model and the arbitrage pricing theory, all of which have become an integrated part of the decision-making in investments. You will always have the opportunity to adjust and re-design each assignment as you gain new understandings and skills during the course, and the grade on that assignment will be revised to reflect the improvements you make. Instructor Enrico De Giorgi, University of St. Gallen and University of Lugano (enrico.degiorgi@usi.ch). tion to portfolio management for students in mathematics and economics as well. 297-323. A proper discussion of the modern developments in investments and portfolio theory must be Prepare a reflection PowerPoint presentation to tell the story of professional gro wth attained during the program. Composition Theory Portfolio. Empirical Evidence in the Equity and Equ… Department Name: Finance 2. It can convey attitudes and feelings or subtle messages and has an immediate effect on the viewer. Portfolio Theory and Investment Analysis, Wiley, 9th Edition, 2014. which will be made available in the bookstore as an e-textbook. A thorough knowledge of calculus, probability, basic corporate finance, and interest theory is assumed. New Orleans EMBA . 2, 3 Feb. 2, 7 Efficient E-mail: wreese@tulane.edu. 2 hours to complete . Course outline The course presented examines the theoretical basis and practical approach to managing investment portfolios of financial assets. SYLLABUS FIN 650-851 Fall 2019 (Bill Rapp) INVESTMENT ANALYSIS AND PORTFOLIO THEORY This course is for master’s students in management with an … Final lightening presentation (1 min with 3 slides): Theory: Introduction to convex optimization, Prior information: Shrinkage and Black-Litterman, Regularized robust estimators under heavy tails and outliers, Portfolio optimization with alternative risk measures. Some familiarity of portfolio theory and statistics. Here will . Course Syllabus. Home; Statement of Teaching Philosophy; Literacy Autobiography: The Timeline; Key Terms Project; Syllabus; Poetry Project; The Metatext; Syllabus Freshman Composition: English 1000C. Portfolio Theory and Investment Analysis, Wiley, 9th Edition, 2014. which will be made available in the bookstore as an e-textbook. �P�+q � [Content_Types].xml �(� ���n�0E�����Ub袪*�>�-R�{V��m^�1����H6���{�ؚ�hm4YB��ي��%`����*�5y+)��[ɵ�P� D:��&���Ɗ�S�O�E1�c�. The topics covered in this course can be broadly categorized into five groups: 1. Syllabus I. The• Planning Portfolio Theory. Week 2. Also, a normal distributioncalculator will be available during the 1. This Syllabus is brought to you for free and open access by the NJIT Syllabi at Digital Commons @ NJIT. Prerequisite: At least a B- (2.7) in FINC 3400; ECON 3100. Each week will be devoted to a specific topic, during which the theory will be first presented, followed by an exposition of a practical implementation based on R programming. SYLLABUS OF BASIC EDUCATION 2020 Financial Risk and Rate of Return – Exam 9 Materials for Study, 2020 Exam 9 Exam 9-3 A. Syllabus: FINC 3400-02 Ekaterina Emm - Spring 2018; FINC 3420 Intermediate Corporate Finance. Behavioural Portfolio Theory, NCCR-FINRISK, University of Zurich. 3 FIN 410 - Investment Theory & Applications - List of Topics: Spring, 2011 Lecture Topic Assignment: Problems Jan. 24, 26, 31 Background Information, Introduction E&G - Ch. portfolio theory, money and capital markets, commercial banking, speculative markets, investment banking, international finance, insurance, case courses in corporation finance, and quantitative methods of finance. IV. 2. Due to the increasing globalization in the capital markets, portfolio management has become an international business. With BSG understanding how to solve creative problems and using established theory with professional design software is the key to making an incredible design portfolio. Syllabus 15.472 Advanced Asset Pricing This course focuses on theoretical and empirical tools and results in macro-finance, asset pricing, and portfolio choice. Location and dates University of Zurich. MFIN880301 & MFIN880302 - Quantitative Portfolio Management - Spring 2020 Syllabus 4 Academic Grievances “Students have the right to know the components of a course on which a final grade will be based, to be graded fairly in relation to the other students in the course, and to understand why a particular grade was given. Through this course, you will discover the basic concepts of Modern Portfolio Theory. For more information, please contactdigitalcommons@njit.edu. Basic portfolio theory and some of the more advanced material is also covered in the textbook that is required for the Foundations of Finance course Zvi Bodie, Alex Kane and Alan J. Marcus, Essentials of Investments, McGraw‐Hill Irwin, 10th edition, 2017. 2. The focus of this course is on financial theory and empirical evidence for making investment decisions. Graded quiz on the content of Week 1 10m. Portfolio exhibit assignments with their associated design reflection/notes will be submitted by the assignment's due date. We will also look at understanding and interpreting major portfolio management and risk concepts. Program Name: MA Finance 3. That is why, at UCLA at least, we have made it a prerequisite to all the aforementioned course offerings. The theory of finance can be, and is, applied in all of these courses. PK ! Glossary 10m. For the portfolio management Sample syllabus - subject to … Course Code and Title: 1603733 Portfolio Theory … 12th Edition by Bodie, Kane and Marcus. The course is presented to help understand how the basic theories of managing a portfolio of financial assets within the risk–return framework will be addressed. Course syllabus 5m. University of Illinois at Chicago / College of Architecture, Design, and the Arts / School of Design. 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