Fall 2010 not offered
This course is an introduction to portfolio theory and explores both theoretical and empirical aspects of investment finance. Topics include mean variance portfolio theory, single- and multi-index portfolio models, capital asset pricing model, arbitrage pricing theory, the yield curve and term structure of interest rates, evaluation of portfolio performance, efficient market hypotheses, etc. Additional topics may include derivative markets and instruments, hedging arbitrage, and speculations, well as empirical issues in investment finance.
||Gen Ed Area Dept:
|Course Format: Lecture||Grading Mode: Student Option|
||Prerequisites: ECON301 OR ECON302
||Fulfills a Major Requirement for: (ECON-MN)(ECON)
1. Elton, E.J., J.J. Gruber, S. J. Brown, W.N. Goetzmann, MODERN PORTFOLIO THEORY AND INVESTMENT ANALYSIS, 6th ed., Wiley, New Yori, NY:2003
2. Bodie, Z., A. Kane, and A.J. Marcus, INVESTMENTS, 6th ed., Irwin, Boston, MA: 2005
3. Journal Articles
|Examinations and Assignments: |
Two exams, problem sets, term project (stock portfolio)
|Additional Requirements and/or Comments: |
Students who complete ECON 328 cannot receive credit towards the ECON or MECO major for ECON 228, or vice versa depending on your needs for major credit.
|Drop/Add Enrollment Requests|
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