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Spring 2019 Mathematics GR5380 section 001
MULTI-ASSET PORTFOLIO MGMT
MULTI-ASSET PORTFOLIO MANAGEME

Call Number 15484
Day & Time
Location
MW 6:10pm-7:25pm
207 Mathematics Building
Points 3
Grading Mode Standard
Approvals Required None
Instructors Inna Okounkova
Colm O'Cinneide
Irina Bogacheva
Type LECTURE
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 103 students (120 max) as of 4:05PM Thursday, April 18, 2019
Final Exam Day/Time
M 7:10pm-10:00pm
Final Location 207 Mathematics Building
Subject Mathematics
Number GR5380
Section 001
Division Graduate School of Arts and Sciences
Open To Barnard, Columbia College, Engineering and Applied Science: Graduate, Graduate School of Arts and Science, General Studies, School of Professional Studies, Global Programs, International and Public Affairs
Campus Morningside
Note MAFN Students ONLY. Open to STATS 1/07. Open to Univ. 1/15
Section key 20191MATH5380G001

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SIS update 04/18/19 16:05    web update 04/18/19 16:21