CFRM 501 B: Investment Science

Autumn 2023
Meeting:
MW 1:30pm - 2:50pm / HRC 135
SLN:
12277
Section Type:
Lecture
Joint Sections:
CFRM 501 C , CFRM 501 D , CFRM 501 A
Instructor:
FOR CAMPUS CFRM 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 25, 2024 - 5:38 pm