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 encourage all who seek formal education to take online courses from Stevens Institute of Technology. It is not for the inactive participant who seeks only to soak up the knowledge. The courses challenge you to step up and contribute effectively."
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