Quantitative Asset Management

MGMT-6410

The course begins by providing students with a theoretical and practical background in the field of investments. This includes comparison of asset classes characteristics and returns as well as discussion of relevant models, financial institutions, and behavioral issues facing investors. These principles are then quantitatively applied in areas including portfolio construction, index-linked strategies, smart beta/factor portfolios, portfolio risk management, and dynamic portfolio management

3 credits

Past Term Data

Offered
Not Offered
Offered as Cross-Listing Only
No Term Data
Spring Summer Fall
(Session 1) (Session 2)
2024
Quantitative Asset Management (3c)
  • Johan Maharjan
Seats Taken: 14/30
2023
Quantitative Asset Management (3c)
  • Johan Maharjan
Seats Taken: 22/40
2022
Quantitative Asset Management (3c)
  • Johan Maharjan
Seats Taken: 22/40
2021
Quantitative Asset Management (3c)
  • Johan Maharjan
  • Clinton T. Ballinger
Seats Taken: 20/30
2020
Investments (3c)
  • Gregory E. Collins
Seats Taken: 21/30
2019
Investments (3c)
  • Albert S Paulson
Seats Taken: 38/30
Investments (3c)
  • Gregory E. Collins
Seats Taken: 17/23
2018
Investments (3c)
  • Syed Abul Hyat
Seats Taken: 8/30
Investments (3c)
  • Albert S Paulson
Seats Taken: 23/23
2017
Investments (3c)
  • Syed Abul Hyat
Seats Taken: 12/30
Investments (3c)
  • Albert S Paulson
Seats Taken: 12/50
2016
Investments (3c)
  • Syed Abul Hyat
Seats Taken: 10/30
Investments (3c)
  • Albert S Paulson
Seats Taken: 25/50
2015
Investments (3c)
  • Syed Abul Hyat
Seats Taken: 12/30
Investments (3c)
  • Albert S Paulson
Seats Taken: 29/50
2014
Investments (3c)
  • David H Goldenberg
Seats Taken: 5/30
Investments (3c)
  • Albert S Paulson
Seats Taken: 49/50
2013
Investments (3c)
  • Bill Francis
Seats Taken: 26/55
Investments (3c)
  • Albert S Paulson
Seats Taken: 36/37
2012
Investments (3c)
  • Albert S Paulson
Seats Taken: 37/35
Investments (3c)
  • Albert S Paulson
Seats Taken: 32/29
2011
Investments (3c)
  • Pengfei Ye
Seats Taken: 22/30
2010
Investments (3c)
  • Pengfei Ye
Seats Taken: 4/30
2009
Investments (3c)
  • David H Goldenberg
Seats Taken: 7/35
Investments (3c)
  • David H Goldenberg
Seats Taken: 5/35
2008
Investments (3c)
  • David H Goldenberg
Seats Taken: 9/35
2007
Investments (3c)
  • James Patrick Murtagh
Seats Taken: 13/35
2006
Investments (3c)
  • Albert S Paulson
Seats Taken: 15/35
2005
2004
2003
2002
2001
2000
1999
1998