Portfolio Theory and Applications (FE630)


Course Instructor
Natasha Dexter

An essential introduction to modern portfolio theory and optimal portfolio selection using optimization techniques such as linear programming. Addresses contingent investment decisions, deferral options, combination options, and mergers and aquisitions. Probe financial risk management, emphasizing Value-at-Risk (VAR) analysis and methods. Exploit general and parametric distributions and VAR as a risk measure. Examples from case studies are drawn from contemporary scenarios. Prerequisites: FE620, FE621. 


I just completed my Graduate Certificate and I strongly recommend the Stevens’ WebCampus curriculum to anyone interested in improving their academic credentials while working full time. WebCampus offers flexibility, challenging and informative lessons, and an education that can actually be used in the real-world workplace. Denise O’Brien, Project Manager, AT&T"
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