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: FRE-GY 6123 and Matriculation into a master or doctoral program