BUSS 456 Investments & Portfolio Management
This course focuses on a quantitative finance analysis of risk and asset allocation. Students are introduced to the different steps to solve general asset allocation problems. This includes detecting statistical market invariants, estimating and modeling the market, defining the investor�s optimal objectives, computing the optimal allocation and accounting for estimation risk. It provides comprehension of the main tools to perform portfolio analysis and risk assessment evaluation, including the use of Bloomberg terminals.
Prerequisite
MATH 204, MATH 231, MATH 242, MATH 243