BUS422-001SPR11_ZHAO

BUS422-001SPR11_ZHAO - BUS 422-001 Investments and...

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BUS 422-001 Investments and Portfolio Management Spring 2011 Instructor: Dr. Jing Zhao MWF 12:25-1:15PM, Nelson 1140 Course Website: http://moodle.wolfware.ncsu.edu/ Email: jzhao9@ncsu.edu Phone: 515-4327 Course Description: This course is designed to introduce students to aspects of investments and portfolio management techniques. Topics covered include a review of the structure of the asset markets, the basic asset pricing formulas, models relating risk and return, asset allocation, security selection and portfolio management. Much of the materials covered is the essence of the work of three Nobel prizes in financial economics: Markowitz’ portfolio selection theory, Sharpe and Lintner’s Capital Asset Pricing Model, and Black- Sholes and Merton’s Option Pricing Model. The material taught in this course is also actively used by finance practitioners on the Wall Street and around the world. The course is quantitatively intensive. Statistical and mathematical knowledge such as mean, variance, covariance, correlation, linear algebra and regression analysis will be used frequently. Pre-requisites:
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BUS422-001SPR11_ZHAO - BUS 422-001 Investments and...

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