MFIN 8803 Quantitative Portfolio Management
This course provides a detailed introduction to quantitative portfolio management techniques. After a review of basic investment theory and statistical methods, we will concentrate our class discussion on the following issues: mean-variance portfolio construction methods in theory and in practice and the role for active quantitative portfolio managementSTEM-designated
Course overview
- Department
- Finance
- School
- CSOM
- Credits
- 3
- Level
- Graduate
- Offered
- Every Fall,Every Spring,Every Summer
Catalog details
- Prerequisites
- MFIN8801
Requirements fulfilled
No source-backed degree requirement is attached to this course yet.
Official evaluation summary
4.31 / 5
Data freshness
Instructors
- Bozidar Jovanovic
- Arie Dahan
- Matteo Leombroni
Sections
- Section 01