AEM 4630 - Asset Pricing and Portfolio Management

Spring. 1.5 credits. Student option grading.

Prerequisite: AEM 2240 or AEM 2241.

J. Murfin.

This course examines topics in asset pricing and wealth management. We adopt a quantitative approach to asset management, and examine recent developments in the finance academic and practitioner literature on asset pricing and portfolio management.

Outcome 1: Students will be able to assess market efficiency.

Outcome 2: Students will be able to identify risk factors in Financial Markets.

Outcome 3: Students will be able to rate quality and value investing.

Outcome 4: Students will be able to explain the role of short sellers and insiders.