The Measurement and Management of Risks in Investments

This course covers risks inherent in the management of investments by majorinstitutional investors, including mutual funds, pension funds, hedge-funds, and private equity firms. Againstthe background of classical portfolio theory, this course examines the special investment structures andpractices of major institutional investors, and explores the ways in which each has unique investment aimsand is subject to unique forms of investment risks. This analysis also takes into account the regulatoryframework of each of the main types of institutional investors, and the implications for risk management andanalysis for them.

Fall, Spring, Summer

028023