AEM 4670

Investments in the Global Economy

Course Description

Course information provided by the 2015-2016 Catalog.

This course is designed to further the understanding of institutional investment management. The course covers key concepts in risk return trade-offs and asset allocation. Students are expected to implement various techniques using real world data. The course also covers select topics in portfolio risk management and current regulatory adjustments.

Prerequisites/Corequisites Prerequisite: AEM 2240.

Outcomes

• Course will deepen the students' understanding of the core principles behind investment and Portfolio Management.
• Offers focus on the theoretical foundations of asset prices, with particular focus on the largest asset classes: Bonds, Equities, and Derivatives (Options).
• Students will be able to manage portfolios across asset classes, and learn how assets are priced either through no arbitrage arguments or general equilibrium price theory.
• Students will learn how these concepts are extended in an international framework, and how macroeconomic and global factors can affect investment decisions and asset prices.

When Offered Fall, spring.

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