MGFC45H3: Portfolio Management: Theory and Practice

This course introduces students to both the theoretical and practical elements of portfolio management. On the theoretical side, students learn the investment theories and analytic models applicable to portfolio management. Students gain fundamental knowledge of portfolio construction, optimization, and performance attribution. The hands-on component of the course aims to provide students with a unique experiential learning opportunity, through participation in the different stages of the portfolio management process. The investment exercises challenge students to apply and adapt to different risk and return scenarios, time horizons, legal and other unique investment constraints.

Classes are conducted in the experiential learning lab, where students explore academic, research and practical components of Portfolio Management.

Quantitative Reasoning