Quantitative Investment Strat

1.5 Credits · Level: Undergraduate

The objective of the course is to teach students about investment theory and practice, with a special focus on financial modeling and empirical analyses of equity portfolios and hedge/mutual fund strategies. The course will utilize a combination of academic studies, lecture notes, problem sets, and a term project to teach students about: (1) testing the empirical validity of asset pricing models; (2) developing tools for cross-sectional pricing of individual stocks; (3) forming long-short portfolios of equities based on firm characteristics, liquidity, risk, and behavioral factors; and (4) understanding of hedge/mutual funds’ trading strategies. The course will provide students with information and skills needed to succeed in careers in asset management, research, sales and trading.