|
|
|
Apr 20, 2024
|
|
2013-2014 Undergraduate and Graduate Catalog (without addenda) [ARCHIVED CATALOG]
|
FRE 7241 Algorithmic Portfolio Management1.5 Credits
This course focuses on portfolio construction and rebalancing strategies such as momentum, value, and size strategies, among others. The course emphasizes back-testing and risk factor analysis as well as optimization to reduce tracking error. It will also address how a quantitative investment approach can help both individual and institutional investors make sound long-term investment decisions.
Prerequisite(s): FRE 6123 and matriculation into a graduate program sponsored by the Department of Finance & Risk Engineering, or permission of the Department
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0
|
|
|
