Course Descriptions
Dynamic Asset
Management ( 2 units )
This course reviews portfolio theory and pricing models,
risk models for international portfolio returns, models
of optimal allocation of funds, role of exchange rate uncertainty,
and criteria for judging the performance of managers and
models. It includes different types of portfolios/instruments
(equity, fixed income, currency, mortgages, non-traded assets)
and different types of applications (investment funds, pension
funds, insurance companies, bank investment portfolios,
etc.). This course examines how strategies that systematically
change exposure to different assets can achieve various
investment objectives.
