Mb411 Portfolio Management Paper
FINA 411
Portfolio Management
Winter 2015
Section D
Instructor
Dr. Yuan Wang
Office
MB 12-317
Phone
(514) 848-2424 ext. 2913
E-mail
yuan.wang@concordia.ca
Office Hours
Tuesday 14:30-16:30
(or by appointment)
Class Time:
Tuesday
08:45-11:30
OBJECTIVE:
This course focuses on modern investment theory and its application to the management of entire portfolios. It will consist of lectures, discussions of cases and articles, and video presentations. Topics include: a) construction of optimal asset portfolios using techniques such as the single index model, b) extensions of the capital asset pricing model: theory and tests, c) criteria for evaluation of investment performance, d) active vs. passive portfolio management,
e) investment …show more content…
Project: There will be one project assignment. The project could be completed either individually or in groups of 2 or 3 (3 maximum) students. The purpose of the project is to apply the materials that we covered in class to a real-world investment situation, or to help you understand a complex concept in a systematic way. You are expected to submit a project report. The report will account for 6% of your final grade.
Office Hours: Office hours are as stated above and by appointment. I am also available by email. Under normal circumstances, e-mail questions will be answered within two working days.
Answers to e-mail questions will be either a posting to the Message Board section of First
Class or a direct response to the sender. Be sure that you check the Message Board before you e-mail your questions. The information you are after could very well be there.
Quizzes: There will be 5 in-class quizzes during the semester. The quizzes will be graded on a pass/fail basis. Passing each quiz gives you 1.5% of your final grade. Everyone has to drop his/her worst score. So the maximum that one can get from the quizzes is 6%. Even one gets 5 passes, he/she can only get 6% of the final
Portfolio Management
Winter 2015
Section D
Instructor
Dr. Yuan Wang
Office
MB 12-317
Phone
(514) 848-2424 ext. 2913
yuan.wang@concordia.ca
Office Hours
Tuesday 14:30-16:30
(or by appointment)
Class Time:
Tuesday
08:45-11:30
OBJECTIVE:
This course focuses on modern investment theory and its application to the management of entire portfolios. It will consist of lectures, discussions of cases and articles, and video presentations. Topics include: a) construction of optimal asset portfolios using techniques such as the single index model, b) extensions of the capital asset pricing model: theory and tests, c) criteria for evaluation of investment performance, d) active vs. passive portfolio management,
e) investment …show more content…
Project: There will be one project assignment. The project could be completed either individually or in groups of 2 or 3 (3 maximum) students. The purpose of the project is to apply the materials that we covered in class to a real-world investment situation, or to help you understand a complex concept in a systematic way. You are expected to submit a project report. The report will account for 6% of your final grade.
Office Hours: Office hours are as stated above and by appointment. I am also available by email. Under normal circumstances, e-mail questions will be answered within two working days.
Answers to e-mail questions will be either a posting to the Message Board section of First
Class or a direct response to the sender. Be sure that you check the Message Board before you e-mail your questions. The information you are after could very well be there.
Quizzes: There will be 5 in-class quizzes during the semester. The quizzes will be graded on a pass/fail basis. Passing each quiz gives you 1.5% of your final grade. Everyone has to drop his/her worst score. So the maximum that one can get from the quizzes is 6%. Even one gets 5 passes, he/she can only get 6% of the final