CCFA : This course introduces the portfolio planning and construction process, including the development of an investment policy statement (IPS). A discussion of risk management, including the various types and measures of risk, follows, and a risk management framework is provided. Derivatives have become increasingly important for managing financial risk, exploiting investment opportunities, and creating synthetic asset class exposure, so this course provides students with a working knowledge of derivatives analysis. Finally, the course provides an introduction to Alternative Investments, which are used in portfolios for further diversification benefits and higher returns.
Terms: Fall 2021
Instructors: Lima, Eduardo (Fall)