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CFRM 503 D: Asset Allocation and Portfolio Management

Meeting Time: 
TTh 1:30pm - 3:20pm
Location: 
* *
SLN: 
11854
Joint Sections: 
CFRM 503 C, CFRM 503 A, CFRM 503 B
Instructor:
Ryan Donnelly
Catalog Description: 
Covers long-only and long-short portfolio optimization with real-world constraints and costs using industrial strength optimization software; classical mean-variance and modern mean-versus downside risk optimization for dealing with fat-tailed skewed asset returns; optimization and risk analysis with factor models; and equity, mixed asset class, and fund-of-hedge portfolios. Prerequisite: either CFRM 501 and CFRM 502, or permission of instructor. Offered: S.
Credits: 
4.0
Status: 
Active
Last updated: 
October 17, 2018 - 9:00pm
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