FINAN5070

This course covers a broad array of advanced investing and portfolio management topics, from both a theoretical and empirical approach. Throughout the course, we will use cutting edge Wall Street and academic research studies to help better understand advanced investment topics including market structure, portfolio formation, measures of risk and reward using asset pricing models, quantitative investment strategies in predicting assets, and timing macro market trends, and issues related to data snooping in investment strategies and the gaps between real-world investment performance and study performance.

011239

Fall and Spring