COURSE NUMBER: MBA292T.3

COURSE TITLE: Sustainable Portfolio Construction

UNITS OF CREDIT: 1

INSTRUCTOR: Donatella Taurasi

PREREQUISITES: none

CLASS FORMAT: Mixtures of lectures with in-class cases and work sessions on problem sets.

BASIS FOR FINAL GRADE: Final project/exam and weekly group assignments.

ABSTRACT OF COURSE’S CONTENT AND OBJECTIVES: Portfolio construction is the process of choosing asset class, fund, and security weightings to optimize the performance and risk of a portfolio. The objective of this course is to provide you with the tools required for making sound investment decisions, with an emphasis on environmental, social and governance factors. The course emphasizes not only the foundational theory and underlying concepts, but also practical applications and implementation. We'll cover some of the most popular practical techniques in modern, state of the art investment management and portfolio construction.

CAREER FIELD: This course will be crucial for students who want to become effective investors and thought leaders in the impact investing universe.

BIOGRAPHICAL SKETCH: Donatella Taurasi earned her PhD in Finance and Financial Markets and Institutions from the University of Bologna, Italy. During her graduate studies, Donatella worked as a Visiting Scholar at the London School of Economics, Stern School of Business at New York University, and the Haas School of Business at the University of California in Berkeley. Donatella is currently a Lecturer at the Haas School of Business at the University of California and at the Fung Institute for Engineering Leadership. She teaches primarily in the areas of Finance and Data Science. Donatella is part of the data science education startup Galvanize where she teaches Applied Business curriculums tailored for Data Scientists. Donatella’s research interests are in the fields of Behavioral Finance, Asset Pricing, Psychology and Economics, and Household Finance.