CFRM 501 A: Investment Science

Autumn 2022
Meeting:
MW 1:30pm - 2:50pm / BAG 154
SLN:
12291
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 24, 2024 - 10:29 pm