RSM4323H: Investments

This quantitative course presents advanced material relevant for portfolio mangagers. First, it examines key elements of portfolio management with an emphasis on risk factors and strategic asset allocation (although tactical asset allocation and strategies designed to exploit apparent violations of market efficiency, etc. will also be discussed). Second, this course discusses implementation and oversight of portfolio strategies, performance evaluation, and practical issues related to hiring and evaluating asset managers. Discussionof these topics will be oftern based on relevant pratical examples and case studies.

0.50
St. George