CFRM 501
Investment Science
Introduction to the mathematical, statistical and financial foundations of investment science. Topics include: utility functions, mean-variance portfolio theory, tail risk measures, factor model types for portfolio construction, classical and robust methods of fitting factor models, and covariance and correlation estimation. Prerequisite: CFRM 425. Offered: A.
Topics
- utility functions
- mean-variance portfolio theory
- tail risk measures
- factor model types for portfolio construction
- classical and robust methods of fitting factor models
- and covariance and correlation estimation
Topics explicitly listed in official catalogue description
Sources
- Course catalogue ↗Current public catalogue; retrieved 2026-11-05