ClassInfo - Fall 2021 Finance Classes

Fall 2021 | FINA 6321 Section 090: Portfolio Analysis and Management (24167)

Instructor(s): Xiaoji Lin
Class Component:: Lecture
Credits:: 2 Credits
Grading Basis:: A-F only
Instructor Consent:: No Special Consent Required
Instruction Mode:: In Person Term Based
Class Attributes:: Online Course
Enrollment Requirements:: MBA 6120, MBA 6230, MBA or Mgmt Sci MBA student
Times and Locations:: Second Half of Term

10/26/2021 - 12/15/2021

Tue 05:45PM - 09:05PM

UMTC, West Bank

Carlson School of Management 1-135
Enrollment Status:: Open (16 of 48 seats filled)
Also Offered:: (Tentative) Fall 2023
(Tentative) Fall 2022
Fall 2021

Course Catalog Description:: Introduces analytical concepts used to manage security portfolios from perspective of an institutional investor. Market microstructure. Margin purchasing, short selling. Portfolio risk management, risk/return tradeoffs, strategic/tactical asset allocation, active versus passive management. Portfolio revision, performance evaluation. prereq: MBA 6120, MBA 6230, MBA or Mgmt Sci MBA student
Class Notes:: http://classinfo.umn.edu/?FINA6321+Fall2021
Class Description:: Individuals and institutions manage trillions of dollars of investments in financial assets. This course introduces analytical concepts used to manage security portfolios from the perspective of an institutional investor. However, many of these concepts are equally applicable to individuals who manage their own portfolios. Central to managing money is establishing an investment objective, which in turn leads to the selection of a benchmark for evaluating performance. In doing so an understanding of the notion of market efficiency and the relationship between risk and return is essential. This can only be accomplished by understanding equilibrium-based models of asset pricing. Since securities are bought and sold, a basic understanding of security trading is also essential. Thus, topics covered in this course include benchmarking, market efficiency, active versus passive management, asset pricing models, diversification and portfolio risk management, margin purchasing and short selling, strategic and tactical asset allocation, style analysis, portfolio revision, and portfolio performance evaluation and attribution.
Who Should Take This Class?:: This course is reserved for MBA students. If you are a non-MBA student seeking to take this course, fill out the petition form found at goo.gl/9Y9PR5. Additional information, including petition deadlines, can be found at http://carlsonschool.umn.edu/degrees/master-business-administration/part-time-mba/admissions/mba-course-petition-form
Learning Objectives:: To provide students with an understanding of:
1. The market efficiency debate
2. The centrality of benchmarking to portfolio management
3. Why and how risk and return are related
4. Proper diversification in managing portfolio risk
5. Order placement and execution
6. The issues associated with revising the holdings in a portfolio
7. Portfolio performance evaluation
8. The importance of behavioral finance to portfolio management
Textbooks:: https://bookstores.umn.edu/course-lookup/24167/1219
Instructor Supplied Information Last Updated:: 16 February 2017

ClassInfo Links - Fall 2021 Finance Classes

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