MFIN 2260 Active Portfolio Management
The course provides an introduction to portfolio management with focus on quantitative investment process and methods. The course balances theoretical foundations with practical applications. Primary topics include asset allocation, portfolio construction including optimization, risk modeling, and risk measurement and management. Instruction will combine lectures, case discussions, and workshops, providing opportunities for students to apply quantitative methods to real world problems in several of the explored areas. The course combines investment ideas with analytics, so prior study in any or all of the following areas will make the course more enjoyable: probability/statistics (e.g., normal distributions, regression analysis), linear algebra (e.g., matrix algebra), and introductory calculus (e.g., derivatives). In addition, workshops will include use of both Microsoft Excel and Python (e.g., Jupyter Notebooks). Basic competency in each is a minimum requirement, and of course, the greater your skills, the better.
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Undergraduate
- Offered
- Every Fall,Every Spring
Catalog details
- Prerequisites
- MFIN1151
Requirements fulfilled
- Finance: Additional MFIN elective options (Current University Catalog)
- Finance: Prescribed finance elective options (Current University Catalog)
- Finance: One elective from the following list (must be taken in CSOM) (Current University Catalog; students should confirm their catalog year)
Official evaluation summary
Data freshness
Instructors
- Bozidar Jovanovic
- Arie Dahan
- Matteo Leombroni
Sections
- Section 01