MBA Online

Portfolio Management
The primary purpose of this course is to explore concepts in and approaches to portfolio management in financial markets. The theories of portfolio optimization and management are discussed with an emphasis on using real-world data to further understand how the theories relate to practice. Some applied topics such as the application of the modern portfolio theory in real estate markets may be also covered. Upon completion of the course, you should have a good understanding of portfolio optimization, objectives and constrains in portfolio management, and portfolio performance evaluation. Also, you will obtain skills to implement theories in real financial markets.

Portfolio Management

This course delivers the theoretical framework, the quantitative tools and the practical issues that are critical for global portfolio management. The focus of the course is on strategic asset allocation (beta decision), active portfolio management (alpha decision) and the emerging beta/alpha investment framework. We build a solid foundation in portfolio management theory first. Then we focus on the applications of portfolio theory to practical issues such as asset allocation, asset liability management, macro and micro investment strategies and the dynamics of hedge fund investment.