FMGT 8060 - Principles of Portfolio Management
Part-time Studies Course
This course examines the underlying theories and tools for portfolio management and provides the critical framework and context for subsequent courses covering applied portfolio management. We also study the asset allocation decision and the portfolio management process to create and maintain an appropriate portfolio to meet a client’s stated investment goals.
FMGT 7070 and FMGT 7100 and FMGT 7105 Credits
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At the end of this course the student will be able to:
Justify why investment objectives should be expressed in terms of risk and return
Assess the factors that may affect an investor’s risk tolerance
Compare the return objectives of capital preservation, capital appreciation, current income, and total return
Assess the importance of asset allocation, in terms of the percentage of a portfolio’s return that can be explained by the target asset allocation
Justify why political and economic factors result in differing asset allocations by investors in various countries
Interpret capital market theory, including its underlying assumptions
Assess the effect on expected returns, the standard deviation of returns, and possible risk/return combinations when a risk-free asset is combined with a portfolio of risky assets
Evaluate the role of the market portfolio in the formation of the capital market line (CML)
Assess systematic and unsystematic risk
Explain why an investor should not expect to receive additional return for assuming unsystematic risk
Generate the capital asset pricing model (CAPM), including the security market line (SML) and beta
Describe the effects of relaxing capital asset pricing model’s underlying assumptions
Justify the extension of the domestic capital asset pricing model to an international context (the extended CAPM), while considering the assumptions needed to make the extension
Calculate, using the SML, the expected return on a security to evaluate whether the security is overvalued, undervalued, or properly valued
Effective as of Fall 2011
FMGT 8060 is offered as a part of the following programs:
School of Business
Financial Analyst Part-time Advanced Certificate
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