FINA 4104 — Risk Parity Investing

1 semester hoursUndergraduateLecture

Introduces risk parity investing with applications in a high-level programming language such as Python. Risk parity is an asset allocation approach that considers the risk contribution from each asset and overall portfolio risk, which can lead to more stable portfolio returns over time. Exposes students to risk parity, with and without reallocation and leverage, and offers them an opportunity to deepen their understanding of diversification, modern portfolio theory, and asset allocation.

Prerequisites

• CS 2000 (min D-) or CIS 200M or CS 2100 (min D-) or CIS 201M or DS 2000 (min D-) or FINA 4335 (min D-) and (
  • one of:
    • FINA 3301 (min D-)
    • FINA 3303 (min D-)
  )

Links

Official catalog (FINA course descriptions) · All FINA courses · Plan it at numap.app