70-492: Investment Analysis
| Units | 9 |
|---|---|
| Department | Business Administration |
| Prerequisites | 21-370 or 70-391 |
| Related URLs | http://www.gsia.cmu.edu/ |
Students build a strong foundation in Modern Portfolio Theory as well as equilibrium and no arbitrage approaches to asset pricing. ¿Common stocks and fixed income securities (including mortgage-backed securities) are the principal markets of interest, with tangential coverage of forward, option, and currency markets. ¿Empirical projects entail applications of trading strategies, portfolio management, and the characteristics of financial market data.
Sections
| Section | Time | Day | Instructor(s) | Location | |
|---|---|---|---|---|---|
| A | 09:30 am – 10:20 am | MWF | Martin | IA SIM AU | |
| W | 08:30 am – 09:50 am | MW | Instructor TBA | CMB 2147 |
| Section | Time | Day | Instructor(s) | Location | |
|---|---|---|---|---|---|
| A | 06:30 pm – 07:50 pm | MW | Sileo | BH 136A |
Textbooks
We don’t have textbooks yet. Check back closer to the beginning of Spring 2009.