33:390:410 - Asset Pricing and Portfolio Analysis

Institution:

Rutgers University-New Brunswick

Subject:

Description:

Modern theories of portfolio choice, capital asset pricing, and portfolio management. Risk and return nature of securities and portfolios, mean variance portfolio selection, index and capital asset models, arbitrage pricing theory, and other topics. Prerequisite: 33:390:380.

Credits:

3.00

Credit Hours:

Prerequisites:

Corequisites:

Exclusions:

Level:

Instructional Type:

Lecture

Notes:

Additional Information:

Historical Version(s):

Institution Website:

www.rutgers.edu/

Phone Number:

(732) 932-1766

Regional Accreditation:

Middle States Association of Colleges and Schools

Calendar System:

Semester

The Course Profile information is provided and updated by third parties including the respective institutions. While the institutions are able to update their information at any time, the information is not independently validated, and no party associated with this website can accept responsibility for its accuracy.