409 Managing Multi-Asset Class Investment Portfolios
This course focuses on top down management of alternative investment and multi-asset class portfolios. Students may gain a general understanding of the qualitative investment attributes and quantitative performance drivers of the following types of portfolios: bonds, hedge funds, private equity, real estate commodity, and university endowments. Class time may include discussions of actual investment and strategy recommendations (both successful and unsuccessful) made by their instructor during his career as a professional investment manager.
Students may obtain a pragmatic perspective on the challenges and trade-offs faced throughout the credit cycle by multi-asset class and alternative investment portfolio managers. They also may review the characteristics of investment cycles and lessons from past financial crises. The final team project will be to develop and present a recommendation for a multi-asset class, endowment portfolio.
Prerequisites: 202A, 203A, 205