Autumn 2024
Meeting:
MW 1:00pm - 2:20pm / HRC 155
SLN:
12326
Section Type:
Lecture
Joint Sections:
CFRM 501 A , CFRM 501 B
Instructor:
Steven M. Murray
FOR ONLINE CFRM MS STUDENTS ONLY
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