BUFN402
Portfolio Management
The class discusses the fundamentals of portfolio management, including asset allocation, investing strategies, and risk management. The class describes some of the main strategies used by hedge funds and provides methodologies to analyze them. The strategies are illustrated using real financial data, and students learn to apply tools for performance measurement, portfolio optimization (quadratic programming), factor models, predictive regression analysis, backtesting, and managing transaction costs.
Spring 2024
12 reviews
Average rating:
2.33
Spring 2023
12 reviews
Average rating:
2.33