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MFIN 8803 Quantitative Portfolio Management (Fall/Spring/Summer: 3 )

Course Description

This course provides a detailed introduction to quantitative portfolio management techniques. After a review of basic investment theory and statistical methods, we will concentrate our class discussion on the following issues: mean-variance portfolio construction methods in theory and in practice and the role for active quantitative portfolio management

Instructor(s): The Department

Prerequisites: MFIN8801. MFIN8801 and MFIN8852.

Cross listed with:


Last Updated: 07-Nov-17