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Spring 2021 Mathematics GR5380 section 001
MULTI-ASSET PORTFOLIO MGMT
MULTI-ASSET PORTFOLIO MGM

Call Number 12268
Day & Time
Location
MW 6:10pm-7:25pm
ONLINE ONLY
Points 3
Grading Mode Standard
Approvals Required None
Instructors Inna Okounkova
Colm O'Cinneide
Irina Bogacheva
Type LECTURE
Method of Instruction On-Line Only
Course Description The course will cover practical issues such as: how to select an investment universe and instruments, derive long term risk/return forecasts, create tactical models, construct and implement an efficient portfolio,to take into account constraints and transaction costs, measure and manage portfolio risk, and analyze the performance of the total portfolio.
Web Site Vergil
Department Mathematics
Enrollment 48 students (120 max) as of 4:19PM Wednesday, December 8, 2021
Subject Mathematics
Number GR5380
Section 001
Division Graduate School of Arts and Sciences
Campus Morningside
Note MAFN Students ONLY. Open to STATS 1/4. Open to Univ. 1/11
Section key 20211MATH5380G001

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SIS update 12/08/21 16:19    web update 12/08/21 16:20