Portfolio Management

Portfolio Management is both a class and a practical application in managing a portion of the university’s endowment. The Investment Policy Statement (IPS) sets the guidelines for how the Student Managed Fund will operate. Current and former members of the fund should join the LinkedIn group.

Textbook

Required: Investments by Bodie, Kane, and Marcus
Required: Standards of Practice Handbook 11E by CFA Institute

Assessment

  • Macroeconomic and Industry Analysis
  • Equity Valuations and Presentations
  • Portfolio Optimization
  • Risk Parity Portfolio
  • Factor Model
  • Style Analysis
  • Brinson Attribution
  • Ethics Exam
  • Final Exam

Resources

Market Sectors