May 30, 2024  
2022-2023 Graduate Catalog 
    
2022-2023 Graduate Catalog [ARCHIVED CATALOG]

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FINA 6216 - Portfolio Theory and Asset Pricing


Credits: 2

Covers the theory and applications of risk and return in capital markets. Topics include the measurement of risk, diversification, portfolio theory, asset allocation, CAPM and APT models of asset pricing, and various measures of portfolio performance evaluation that arise from these models. Applications stress the use of portfolio theory and asset pricing models in contemporary investment decisions. Students examine the empirical evidence as it pertains to these theories and practices. Prerequisite: FINA 6201  or enrollment in the M.S.F. program.



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