MATH-GA 2751
Risk and Portfolio Management
A mathematically sophisticated introduction to the analysis of investments. Core topics include expected utility, risk and return, mean-variance analysis, equilibrium asset pricing models, and arbitrage pricing theory.
Topics
- expected utility
- risk and return
- mean-variance analysis
- equilibrium asset pricing models
- and arbitrage pricing theory
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗2026-2027