Finance794_Syllabus_Spring2011_v01

1 Lebow College of Business Drexel University Finance 794 Investment Management Spring 2011 Matheson 204 Professor Wes Gray Academic Building 209 [email protected] 773-230-4727 http://faculty.lebow.drexel.edu/grayw Syllabus for Finance 794—Semin ar in Investment Management 1. Introduction 1.1. Course Description: This course is designed to provide an understanding of hedge fund operations and strategies. *** A primary goal of the course is to provide an opportunity to analyze and understand a variety of trading techniques. The course is CHALLENGING and there is a lot of required reading—you can expect to spend 6-8 hours a week on the course. If you do not have a desire to learn and will not have the time to invest in the class, please DO NOT TAKE THIS CLASS. 1.2 Prerequisites: The course is an advanced course designed for students who want practical knowledge and a worthwhile challenge. Students must have at least an intermediate understanding of financial concepts. This course is highly quantitative: students should be comfortable with probability, statistics, and regression analysis. 1.3 Grade Curve: Grades in this class are 100% transparent, so students can honestly assess their performance against their peers. The class will be graded on a curve where the average class grade will be a B+/A- (3.50 curve). 2. Course Requirements and Grading The course requirements are class participation, a “strategy” presentation, a group presentation, a trading and execution project, and 2 professional book reports. Your course grade will be determined by the following table: Grading Schedule Class Participation 15% Group Presentation (1 per group) 20% Final Strategy Presentation (1 per group) 25% Intelligent Investor Professional Report 10% Little Book Professional Report 10% Trading Performance and Report (1 per person) 20% 2.1. Class Participation: Class participation is a large portion of the grade for this course because we will be discussing and thinking through case studies and listening to a lot of presentations.

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Finance794_Syllabus_Spring2011_v01