Portfolio Management

Portfolio Management is both a class and a practical application in managing a portion of the university's endowment. The Investment Policy Statement (IPS) sets the guidelines for how the Student Managed Fund will operate. Current and former members of the fund should join the LinkedIn group.

Textbook

Required: Investments by Bodie, Kane, and Marcus
Required: Standards of Practice Handbook 11E by CFA Institute

Assessment

• Macroeconomic and Industry Analysis
• Equity Valuations and Presentations
• Portfolio Optimization
• Risk Parity Portfolio
• Factor Model
• Style Analysis
• Brinson Attribution
• Ethics Exam
• Final Exam

Resources

• Annual Reports: 2019 | 2018 | 2017 | 2016
• Holdings and Daily Performance
• The S&P 500 Index

Market Sectors

• Information Technology:
  • Semiconductor Industry Association
• Communication Services
• Consumer Discretionary and Consumer Staples:
  • Monthly Retail Trade Report
  • Consumer Sentiment
• Healthcare:
  • Centers for Medicare and Medicaid Services
• Industrials:
  • ISM Report
  • Industrial Production and Capacity Utilization
• Financials:
  • FDIC Quarterly Banking Profile
• REITs
  • Residential: Zillow
  • Commercial
• Energy:
  • Energy Information Administration
  • International Energy Agency
  • International Association for Energy Economics
• Utilities
• Materials