Spring 2025 Mathematics GR5380 section 001

MULTI-ASSET PORTFOLIO MGMT

MULTI-ASSET PORTFOLIO MGM

Call Number 15398
Day & Time
Location
MW 6:10pm-7:25pm
To be announced
Points 3
Grading Mode Standard
Approvals Required None
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 30 students (120 max) as of 5:05PM Sunday, December 8, 2024
Subject Mathematics
Number GR5380
Section 001
Division Graduate School of Arts and Sciences
Open To GSAS
Note MAFN Students ONLY. Open to STATS 1/10. Open to Univ. 1/18
Section key 20251MATH5380G001