FIN 6550 - Portfolio Theory and Analysis

A study of the theoretical structures (models and their applications). Theoretical concepts are used to study model development and evaluate competing models. Extensive use of market-based data for computer applications of models such as Markowitz analysis, single and multiple index models, simplified techniques, duration and convexity.

Prerequisites/Corequisites: Prerequisite: FIN 6120.

Credits: 3 hours

Notes: Open to Graduate Students Only. Enrollment in HCOB graduate business courses requires admission to the MBA or MSA program or the consent of the Director of Graduate Business Programs.