This is a course in the Master of Science program covering topics related to financial investments and portfolio management. The course covers the basics of fixed income instruments, equity valuation, portfolio theory, asset pricing theory, the risk-return tradeoff, market efficiency, and measuring risk-adjusted performance. The goal of this class is to provide the students with a structure for thinking about investment theory and show them how to address investment problems in a systematic manner. Case studies and exercises are used to apply these concepts and methods to practical problems.

Prerequisites: Yes (see syllabus)