FINA 6449 — Portfolio Construction and Management

1 semester hoursGraduateLecture

Introduces portfolio construction, management, and reporting, focusing on low-volatility and risk parity investing styles. Topics include position sizing, portfolio rebalancing, stress testing, risk limits, and portfolio reporting. Uses a high-level programming language for examples and applications.

Prerequisites

Links

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