Action Learning

Proseminar: Capital Markets & Investment Management

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Proseminar: Capital Markets & Investment Management

Welcome

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Finance Proseminars

The Finance Proseminars are one-semester action learning courses that offer students experience in the complex task of developing and communicating solutions to the challenging financial problems facing businesses today. Students work in teams to tackle issues posed by company sponsors and present findings to the company sponsor and their fellow classmates.

Recent Investment Management/Capital Markets proseminar project examples include:

  • Constructing a rainy day fund that will perform well when equity prices are falling, volatility is increasing, and credit spreads are widening for a significant Boston-based hedge fund
  • Analyzing the cost of trading foreign exchange for a major New York-based asset management firm
  • Preparing an asset allocation analysis for a pension fund to account for the claims of corporate stakeholders
 
 

Student Voices

  • CALEB CHA, MBA ’12

    "Our Capital Markets/Investment Management Proseminar project was challenging because we had to clarify the expectations of our sponsoring company and learn specific skills in order to accomplish our goals. In the end we put together a great presentation that we felt was valuable for the company.”

  • ROBIN VOGELAAR, M.FIN., ’12

    "Finance Proseminars really strengthened our insights beyond the classroom. We applied lessons from the classroom and we also had to think about things from the investor's point of view.”

Proseminar: Capital Markets & Investment Management

Info for Sponsors

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The Proseminar in Capital Markets/Investment Management

The Proseminar in Capital Markets/Investment Management is a one-semester course that offers students experience in developing and communicating solutions to challenging financial problems facing businesses today. Students work in teams to tackle issues posed by company sponsors and present findings to the company sponsor and their fellow classmates.  For more information about sponsoring a project for the Proseminar in Capital Markets/Investment Management, please contact Mark Kritzman at mkritzman@mit.edu.

Who can sponsor a project?

Companies or business entities with real, challenging problems in capital markets/investment management are eligible to sponsor a proseminar project. Sponsors are leaders in their field who are giving of their time and experience to engage students in this educational experience. Acting as a sponsor also helps to build a productive, long-term relationship between the company and MIT Sloan.

What is involved in being a project sponsor?

Before the proseminar class begins, corporate sponsors provide a written statement of their company’s problem and any materials they believe may be helpful in orienting the student team. After the teams have had a chance to familiarize themselves with the problem—but before the intensive work is performed—corporate sponsors conduct one telephone conference with the team or teams working on their problem to establish a clearer idea of the problem and address any questions the students may have. During the intensive work phase, teams may have additional questions, and the class instructor will coordinate how communication in this phase is managed based on guidance from the corporate sponsor. At the end of the project, corporate sponsors will attend a class session at which the student teams will present their solutions. A written copy of the presentation will be sent to the corporate sponsor in advance.

Proseminar: Capital Markets & Investment Management

Faculty

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Proseminar Capital Markets Faculty

Mark P. Kritzman

Mark P. Kritzman

Economics, Finance and Accounting

Senior Lecturer, Finance

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Proseminar: Capital Markets & Investment Management

Projects

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Sample Proseminar in Capital Markets/Investment Management projects:
  • Determine a portfolio’s optimal rebalancing schedule
  • Review and classify methodologies for detecting crowded trades within equity, fixed income, and currency markets.
  • Develop and test strategies for replicating hedge fund style returns.
  • Design a portfolio construction technique which takes into account non-normal returns and realistic risk preferences.
  • Determine a portfolio’s optimal exposure to illiquid assets.
  • Analyze the cost of trading foreign exchange for a major New York-based asset management firm.
  • Prepare an asset allocation analysis for a pension fund to account for the claims of corporate stakeholders.
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