Welcome to COMM 475 Investment Policy!
COMM 475 provides an in-depth exploration of portfolio construction processes and investment strategies tailored for both individual and institutional investors.
INSTRUCTOR INFORMATION
- Instructor: Prof. Lorenzo Garlappi
- Phone: 604-822-8848
- Office: HA 870
- Email: lorenzo.garlappi@sauder.ubc.ca
- Office Hours: Tue/Thu, 12:30pm – 1:30pm or by appointment
- Teaching Assistants:
- Siyang Liu
- Email: (lsy9911@student.ubc.ca)
- Tina Tian
- Email: (tina.tian@sauder.ubc.ca)
- Siyang Liu
COURSE INFORMATION
- Course Title: Investment Policy
- Course Code: COMM 475
- Credits: 3
- Session and Term: 2024W2
- Class Location: HA 235
- Sections: 201 (Tue/Thu, 9:30am – 10:50am), 202 (Tue/Thu, 11:00am – 12:20pm)
- Course Duration: 7 Jan – 8 Apr 2025
- Pre-requisites: COMM 371
COURSE DESCRIPTION
This course provides tools for the portfolio construction process, beginning with establishing objectives, whether for an individual investor or an institutional investor. Given the objective, we demonstrate techniques to set a strategic allocation of funds across broad asset classes. We then look at dynamic, tactical strategies that may be added to the strategic decision and, finally, determine how to assess the success of our strategies in meeting our objectives.