Course Title: Portfolio Theory & Management
Campus Course Code: FINA 6327
UTTC Course Code: MBAO 6375
Campus: UT Permian Basin
Program: MBAO
Course Description
Comprehensive investigation of modern portfolio theory. Unifying theme: optimization of the trade-off between risk and return. Examination of asset pricing models and security analysis issues will be conducted within this framework. Course culminates in a discussion about investment companies, portfolio management, and performance evaluation.
Participants will be able to perform basic asset allocation and portfolio optimization. Students will have “hands-on” experience through computer simulations and Excel spreadsheet assignments. Participants will study historical returns for the purpose of forecasting the asset risk and return characteristics necessary for quantitative portfolio analysis. Participants will become conversant with asset pricing models and their application in portfolio management. Finally, students will be introduced to methods for conducting portfolio performance evaluation.
This course is a quantitative course. Students enrolling in this course will be expected to have a mastery of the following basic quantitative skills. First, this course requires that the student have mastered the basics of calculus, e.g., one year of business calculus at the undergraduate level. Second, students will be expected to understand and be able to calculate descriptive statistics, perform basic hypothesis testing, and conduct linear regression analysis. Third, students will be expected to have a basic knowledge of Microsoft Excel, including familiarity with algebraic computations and use of Excel functions. Students will be required to use Excel for most quantitative work in this course.
Materials
To see a complete list of materials needed for this course, as well as any important notes and instructions provided by the instructor, visit the UTTC Book Lists.
Prerequisites: MBAO 6316 Financial Management
Credits:3
Level:Graduate
Faculty
Paul Haensly
haensly_p@utpb.edu
432-552-2198