Mar 28, 2024  
2018-2019 Academic Catalog 
    
2018-2019 Academic Catalog [ARCHIVED CATALOG]

E&M 344: Portfolio Theory


(1 Unit)
Prerequisite: E&M 102 .
An overview of the characteristics and analysis of individual security returns, and the theory and practice of optimally combining securities into portfolios. Examines the equilibrium pricing of securities in the context of the capital asset pricing model, and the risk/return relationship of both individual securities and portfolios, as well as the recent attack on the CAPM and the implications for efficient markets. Not offered every year. Hooks.