CFRM 501 B: Investment Science

Autumn 2024
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Meeting:
MW 1:00pm - 2:20pm / HRC 155
SLN:
12325
Section Type:
Lecture
Joint Sections:
CFRM 501 C , CFRM 501 A
Instructor:
Steven M. Murray
FOR CAMPUS CFRM MS STUDENTS
Catalog Description:
Introduction to the mathematical, statistical and financial foundations of investment science. Topics include: utility functions, mean-variance portfolio theory, tail risk measures, factor model types for portfolio construction, classical and robust methods of fitting factor models, and covariance and correlation estimation. Prerequisite: CFRM 425. Offered: A.
Credits:
4.0
Status:
Active
Last updated:
July 17, 2024 - 8:39 am