| Call Number | 12383 |
|---|---|
| Day & Time Location |
MW 6:10pm-7:25pm 207 Mathematics Building |
| Points | 3 |
| Grading Mode | Standard |
| Approvals Required | Instructor |
| Instructors | Inna Okounkova Colm O'Cinneide Irina Bogacheva |
| Type | LECTURE |
| Method of Instruction | In-Person |
| Course Description | The course will cover practical issues such as: how to select an investment universe and instruments, derive long term risk/return forecasts, create tactical models, construct and implement an efficient portfolio,to take into account constraints and transaction costs, measure and manage portfolio risk, and analyze the performance of the total portfolio. |
| Web Site | Vergil |
| Department | Mathematics |
| Enrollment | 120 students (120 max) as of 4:05PM Saturday, December 21, 2024 |
| Status | Full |
| Subject | Mathematics |
| Number | GR5380 |
| Section | 001 |
| Division | Graduate School of Arts and Sciences |
| Open To | GSAS |
| Note | Priority to MAFN. Open to STATS 1/8. Open to Univ. 1/15 |
| Section key | 20241MATH5380G001 |