Scott F Richard
Practice Professor of Finance
Research Interests: asset pricing and the macro-economy.
the term structure of interest rates.
the global bond market.
FNCE894 - Managing Fixed-Income Portfolios
The goal of this course is to teach you how to manage a real portfolio of Treasury, sovereign, corporate and mortgage bonds. We develop three basic models for the yield curve, for credit spreads, and for mortgage spreads. We use these models to find value in the bond market. To implement the concepts learned in class, students form teams to manage a paper portfolio using Barclays Point, a state-of-the-art management system. Your team will trade a $500 million portfolio of bonds for which your goal will be to outperform the Barclays Aggregate Index. You trade real securities at real prices - only the money is fake. There is a MANDATORY Tutorial on Barclays POINT system on Friday, January 18, 2012 from 9:00 AM to 12:00 noon.
FNCE394401 ( Syllabus )
FNCE394402 ( Syllabus )
FNCE894401 ( Syllabus )
FNCE894402 ( Syllabus )