FIN 651. Advanced Topics in Investments. 2 Credit Hours.

The course provides an introduction to quantitative active management of equity portfolios. The course begins with a discussion of market (in)efficiency, then covers the five key dimensions of the quantitative portfolio management process: using signals (“factors”) to forecast returns; measuring risk; portfolio optimization; controlling costs; and performance evaluation.
Prerequisite: FIN 650.
Components: LEC.
Grading: GRD.
Typically Offered: Fall & Spring.