Online MBA: FINE 7110 Investments
Tulane University
A.B. Freeman School of Business
Online MBA Program
Course Syllabus
E-mail: wreese@tulane.edu
Course Description
The first half of this course will be an in-depth study of portfolio theory. We will develop the foundations of Modern Portfolio Theory and show how you would use its principals to calculate mean/variance efficient portfolios. We will look at both the traditional Capital Asset Pricing Model (CAPM), and multifactor models, specifically the Fama/French three-factor model. The second half of the course will focus on fixed income analytics. We will discuss how to price various types of fixed income securities and how to measure their interest rate risk. We’ll learn how to hedge and to immunize fixed-income portfolios from interest rate risk. Finally, we will have brief introductions to both Market Efficiency and Behavioral Finance. We’ll learn what their implications are for investors and markets.