CFRM 501 A: Investment Science

Autumn 2021
View in MyPlan View in Time Schedule
Meeting:
MW 3:30pm - 5:20pm / LOW 206
SLN:
12312
Section Type:
Lecture
Joint Sections:
CFRM 501 D , CFRM 501 B , CFRM 501 C
Instructor:
Kevin Lu
FOR CAMPUS MS STUDENTS
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:
May 3, 2024 - 3:06 pm