QC Economics
Professor Marshall's RM709

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Welcome to Portfolio Management
This is a course on Portfolio Management Theory and Practice. The primary emphasis of the course is to provide a conceptual framework in which to view the portfolio management process. While related to portfolio management, the selection of individual securities in the portfolio is not a primary objective of this course. That topic is more appropriately covered in a course on Investment Analysis. Nevertheless, we will touch on issues of security selection for purposes of framing the bigger picture of portfolio management. Additionally, while fixed income (i.e., bonds) represents a major asset class and the principles of portfolio management apply equally to bond portfolios, fixed income analytics is covered in the Fixed Income course, so we will limit our discussion of fixed income analytics in this course. Because of the enormous growth over the past few decades in a number of investment products (e.g., swaps, options, and futures) that are used in the construction and management of some portfolios (particularly hedge fund portfolios), we will need to devote some time to those topics but will limit our discussion to their portfolio management applications.

Required: Investment Analysis & Portfolio Management, 9th edition, Frank Reilly and Keith Brown, South-Western Cengage Learning 2009, ISBN: 0-324-65612-2

Additional Readings will be provided. Students should check the website for the required readings.







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