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Mar 12, 2025
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FIN 4480 - Portfolio Management
Decision-making processes in management of individual and institutional securities portfolios. Theoretical foundations of portfolio selection and construction.
Requisites: Sr and FIN 3000, 3200, 3270, 3410, 4460 and 4470
Credit Hours: 3
OHIO BRICKS Capstone: Capstone or Culminating Experience
General Education Code (students who entered prior to Fall 2021-22): 3
Repeat/Retake Information: May be retaken two times excluding withdrawals, but only last course taken counts.
Lecture/Lab Hours: 3.0 lecture
Grades: Eligible Grades: A-F,WP,WF,WN,FN,AU,I
Learning Outcomes: - Students will be able to describe fundamentals of portfolio management.
- Students will be able to describe sector and security asset allocation techniques.
- Students will be able to describe appropriate investment goals.
- Students will be able to describe the importance of international securities in portfolio construction.
- Students will be able to explain the importance of macroeconomic conditions for portfolio management.
- Students will be able to numerically solve portfolio optimization problems.
- Students will be able to numerically evaluate risk adjusted portfolio performance.
- Students will be able to numerically evaluate portfolio performance under economic states
- Students will be able to critique portfolio valuation methods.
- Students will be able to critique benchmarking methods relative to tracking error.
- Students will be able to compare the risk/return tradeoff for various portfolio constructions.
- Students will be able to compare top down and bottom up analysis.
- Students will be able to compare portfolio performance with and without use of derivatives.
- Students will be able to create computer applications to aid in portfolio construction and optimization.
- Students will be able to create mock portfolios using Bloomberg and other market financial data.
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