MATH 613 Financial Risk and Portfolio Management
This course explores how imperfect correlation between assets leads to diversified and optimal portfolios as well as its implications in asset pricing. Students will learn how to design an investor’s profile by building a perfect portfolio through the combination of strategic and tactical asset allocations. Additionally, students will thoroughly explore risk by examining its different facets as well as exploring tools and methods for measuring, managing, and hedging risk. Utilizing real data, students will implement these techniques using appropriate software.
Prerequisite
Undergraduate courses in linear algebra and introductory probability and statistics