Develops modern portfolio theory and applies it to pricing both individual assets and portfolios of assets. Topics include Markowitz portfolio selection model, capital asset pricing model, arbitrage pricing theory, bonds, portfolio performance measurement, and issues of market efficiency. Formerly FNCE 4030. Enrollment Requirements: Requires a prerequisite course of FNCE 2010 and a prerequisite or corequisite course of BASE 2104 (minimum grade D-). Restricted to Business (BUSN) majors with 36-180 units completed.
Spring 2020, Fall 2019, Spring 2019, Fall 2018, Spring 2018