FIN 412 (Money and Capital Markets – Undergrad)
This course explores the various financial markets and financial intermediaries. Financial markets covered are split broadly into fixed income markets and equity markets (with the focus being on equity markets). Financial institutions explored include investment, commercial and retail banks, along with investment intermediaries, such as mutual funds and hedge funds (with the focus being on investment intermediaries). In addition to covering an overview of these markets and intermediaries, I will some cover common analytical tasks associated with these markets and intermediaries.
FIN 515 (Quantitative Investment Analysis – Masters and PhD)
• The main objective of the course is to provide students with a rigorous study of the quantitative techniques involved in managing investment portfolios.
• The course will be structured as follows: We will begin each topic by covering the theoretical underpinnings of a given practice. After the theory is presented, we will discuss a few of the practical applications of each of the theories.
• Topics we will cover include: mean-variance portfolio theory, the capital asset pricing model, anomalies/smart beta, issues portfolio performance evaluation, and current issues affecting the asset management industry such as funding liquidity and regulatory compliance.
For students in my classes, you can find additional materials at UA Blackboard.