NBA 5420 - Investment and Portfolio Management

Spring. 3 credits. Student option grading (no audit).

Prerequisite: NCC 5060 or an equivalent course.

M. Baron.

The first half of the course focuses on the tools of disciplined investing: portfolio construction, diversification, arbitrage pricing, and valuation. We also cover factor investing (value & momentum strategies), fixed income pricing, and performance evaluation of institutional investors such as pension funds, private equity, and hedge funds. The second half of the course studies investing in the context of the global macroeconomy. We study how monetary policy and banking affect financial markets, along with the risks and opportunities of emerging market investing.