CFRM 503 B: Asset Allocation and Portfolio Management

Spring 2024
Meeting:
TTh 3:00pm - 4:20pm / SIG 225
SLN:
11948
Section Type:
Lecture
Joint Sections:
CFRM 503 D , CFRM 503 C , CFRM 503 A
Instructor:
Steven M. Murray
FOR CAMPUS MS STUDENTS
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:
April 11, 2024 - 1:40 pm