Photo of Donald B. Keim

Donald B. Keim

John B. Neff Professor of Finance

Director, Rodney L. White Center for Financial Research

Research Interests: asset pricing, behavior of institutional traders, measurement of institutional investor trading costs, risks and returns of stock market based real estate investments

Links: CV, Personal Website, Rodney L White Center


  • FNCE205 - Investment Management

    This course studies the concepts and evidence relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, performance evaluation, long-horizon investing and simulation. The course deals very little with individual security valuation and discretionary investing (i.e., "equity research" or "stock picking").

    FNCE205001  ( Syllabus

    FNCE205002  ( Syllabus

  • FNCE720 - Investment Management

    This course studies the concepts and evidence relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, perfermance evaluation, long-horizon investing and simulation. The course deals very little with individual security valuation and discretionary investing (i.e., "equity research" or "stock picking").

    FNCE720001  ( Syllabus