Advanced Investment - FRM 620

This course is designed to acquaint the student with the concepts of portfolio theory, portfolio management process, investment strategies and analysis with applications to the markets for equities and fixed income securities. The course discusses principles for valuing and managing financial assets such as bonds and stocks. It covers establishment of appropriate investment objectives, development and construction of portfolio strategies, estimation of risk-return tradeoffs, and evaluation of investment performance and risks. In addition, it focuses on institutional investors such as mutual funds and hedge funds, and also includes coverage of international investing.