2018-2020 Undergraduate and Graduate Bulletin (with addenda) 
    
    Mar 29, 2024  
2018-2020 Undergraduate and Graduate Bulletin (with addenda) [ARCHIVED CATALOG]

FRE-GY 7241 Algorithmic Portfolio Management

1.5 Credits
This course focuses on portfolio construction and rebalancing strategies such as momentum, value, and size strategies, among others. The course emphasizes backtesting and risk factor analysis as well as optimization to reduce tracking error. It will also address how a quantitative investment approach can help both individual and institutional investors make sound long-term investment decisions.

Prerequisite(s): FRE-GY 6123  and Graduate Standing
Weekly Lecture Hours: 1.5 | Weekly Lab Hours: 0 | Weekly Recitation Hours: 0