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CFRM 501 B: Investment Science

Meeting Time: 
MW 1:30pm - 3:20pm
Location: 
* *
SLN: 
12102
Joint Sections: 
CFRM 501 C, CFRM 501 A, CFRM 501 D
Instructor:
Ryan Donnelly
Catalog Description: 
Introduction to the mathematical, statistical and financial foundations of investment science. Topics include: utility functions, mean-variance portfolio theory, tail risk measures, factor model types for portfolio construction, classical and robust methods of fitting factor models, and covariance and correlation estimation. Prerequisite: CFRM 425. Offered: A.
Credits: 
4.0
Status: 
Active
Last updated: 
October 17, 2018 - 9:00pm
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