Course Detail

Portfolio Management (35120)

Course Description by Faculty

  • Pastor, Lubos
  • Content
    This course presents advanced material related to financial markets, focusing on topics most relevant to portfolio managers. The course is particularly well suited for students considering careers in the asset management industry, but it is designed for anyone who wants to learn more about financial markets and build on the material covered in Business 35000 (Investments). Topics include active versus passive management, mutual funds, hedge funds, index funds, ETFs, sustainable investing, optimal portfolio selection, liquidity, predictability of asset returns, investment strategies designed to exploit apparent violations of market efficiency, and more. A substantial part of the course is devoted to case studies, academic research, and current events.
  • Prerequisites
    The only strict prerequisite is Business 35000. It is strongly recommended that students have taken either 41000 or 41100. Students are expected to be comfortable with basic applications of statistics and regression analysis. In every aspect of the course, students must adhere to the Booth Honor Code and the Booth Standards of Scholarship. For example, any plagiarism or using class material from prior years would violate the Honor Code.
    • No non-Booth Students

    • Strict Prerequisite

  • Grades
    Based on weekly group assignments, an exam, and class participation. Cannot be taken pass/fail. No auditors.
    • Allow Provisional Grades (For joint degree and non-Booth students only)

    • Early Final Grades (For joint degree and non-Booth students only)

    • No auditors

    • No pass/fail grades

  • Syllabus
  • Spring 2024Section: 35120-01TH 8:30AM-11:30AMHarper CenterC02In-Person Only
  • Spring 2024Section: 35120-02TH 1:30PM-4:30PMHarper CenterC02In-Person Only
  • Spring 2024Section: 35120-85S 9:00AM-12:00PMGleacher Center308In-Person Only
Description and/or course criteria last updated: June 22 2023