This course details the rationale behind commonly used risk measures and models for portfolio construction, stress testing, scenario analysis, trading strategies, and derivative securities. The course focuses on asset allocation and building of portfolios with a strong emphasis on risk management. Students are expected to learn risk, threats, vulnerabilities, their relationships, and how to mitigate risk while managing the ongoing successful operation of a business. This is a required course for the MBA degree.
- Describe institutional environments in which portfolio managers operate
- Describe fixed income assets
- Describe interest-rate derivatives securities
- Describe portfolio management techniques specific to fixed-income securities
- Understand the top-down analysis of a firm’s prospect
- Describe portfolio theory
Prerequisite: RU 6101, RU 6104
Contact hours: 45
Lecture hours: 40
Lab hours: 5
Faculty office hours: faculty is available outside class hours by appointment, via email, and at scheduled times.
Advising: faculty and career counselors are available to assist students with their career directions and questions