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HTML
555 lines
21 KiB
HTML
<!DOCTYPE html>
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<html>
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<head>
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<title>
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MGMT-6410: Quantitative Asset Management
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</title>
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<meta property="og:title" content="MGMT-6410: Quantitative Asset Management">
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<meta property="og:description" content="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">
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<link rel="stylesheet" href="../css/common.css">
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<link rel="stylesheet" href="../css/coursedisplay.css">
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<link rel="shortcut icon" href="./favicon/quatalogIcon.png">
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<script src="../js/fuse.js"></script>
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<script src="../js/search_helper.js"></script>
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</head>
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<body class="search_plugin_added">
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<div id="qlog-header">
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<a id="qlog-wordmark" href="../"><svg><use href="../images/quatalogHWordmark.svg#QuatalogHWordmark"></use></svg></a>
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<form onsubmit="search_helper(event)">
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<input type="text" id="search" class="header-search" placeholder="Search...">
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</form>
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</div>
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<div id="cd-flex">
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<div id="course-info-container">
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<h1 id="name">
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Quantitative Asset Management
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</h1>
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<h2 id="code">
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MGMT-6410
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</h2>
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<p>
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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
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</p>
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<div id="cattrs-container">
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<span id="credits-pill" class="attr-pill">
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3 credits
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</span>
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</div>
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<div id="prereq-container" class="rel-info-container">
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<div id="prereq-title" class="rel-info-title">
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Prereqs:
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</div>
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<div id="prereq-classes" class="rel-info-courses">
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<span class="none-rect">
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none
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</span>
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</div>
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</div>
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</div>
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<div id="past-container">
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<h1 id="past-title">
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Past Term Data
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</h2>
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<input type="radio" id="simple-view-input" name="view-select" value="simple" checked="checked">
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<input type="radio" id="detail-view-input" name="view-select" value="detailed">
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<div id="opt-container">
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<div id="key-panel">
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<div id="yes-code" class="key-code">
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<span class="code-icon" id="yes-code-icon">
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<svg><use href="../icons.svg#circle-check"></use></svg>
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</span>
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Offered
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</div>
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<div id="no-code" class="key-code">
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<span class="code-icon" id="no-code-icon">
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<svg><use href="../icons.svg#circle-no"></use></svg>
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</span>
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Not Offered
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</div>
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<div id="diff-code" class="key-code">
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<span class="code-icon" id="diff-code-icon">
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<svg><use href="../icons.svg#circle-question"></use></svg>
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</span>
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Offered as Cross-Listing Only
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</div>
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<div id="nil-code" class="key-code">
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<span class="code-icon" id="nil-code-icon">
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<svg><use href="../icons.svg#circle-empty"></use></svg>
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</span>
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No Term Data
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</div>
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</div>
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<div id="control-panel">
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<label for="simple-view-input" id="simple-view-label" class="view-option-label">
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<span class="view-icon" id="simple-view-icon">
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
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</span>
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Simple View
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</label>
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<label for="detail-view-input" id="detail-view-label" class="view-option-label">
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<span class="view-icon" id="detail-view-icon">
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<span class="view-icon-selected"><svg><use href="../icons.svg#circle-dot"></use></svg></span>
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<span class="view-icon-unselected"><svg><use href="../icons.svg#circle-empty"></use></svg></span>
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</span>
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Detailed View
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</label>
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</div>
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</div>
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<table id="years-table">
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<thead>
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<tr>
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<th></th>
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<th class="spring season-label">Spring</th>
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<th class="summer season-label" colspan="2">Summer</th>
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<th class="fall season-label">Fall</th>
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</tr>
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<tr>
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<th colspan="2"></th>
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<th class="summer2 midsum-label">(Session 1)</th>
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<th class="summer3 midsum-label">(Session 2)</th>
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<th></th>
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</tr>
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</thead>
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<tbody>
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<tr>
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<th class="year">2023</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Quantitative Asset Management (3c)
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</span>
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<ul class="prof-list">
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<li>Johan Maharjan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 22/40
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2022</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Quantitative Asset Management (3c)
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</span>
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<ul class="prof-list">
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<li>Johan Maharjan</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 22/40
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2021</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Quantitative Asset Management (3c)
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</span>
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<ul class="prof-list">
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<li>Johan Maharjan</li>
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<li>Clinton T. Ballinger</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 20/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2020</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Gregory E. Collins</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 21/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall not-offered">
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</td>
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</tr>
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<tr>
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<th class="year">2019</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 38/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Gregory E. Collins</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 17/23
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2018</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Syed Abul Hyat</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 8/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 23/23
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2017</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Syed Abul Hyat</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 12/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 12/50
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2016</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Syed Abul Hyat</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 10/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 25/50
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2015</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Syed Abul Hyat</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 12/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 29/50
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2014</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>David H Goldenberg</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 5/30
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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|
Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 49/50
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2013</th>
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<td class="term spring offered">
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<div class="view-container detail-view-container">
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<span class="term-course-info">
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Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Bill Francis</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 26/55
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
|
|
Seats Taken: 36/37
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</span>
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</div>
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</td>
|
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</tr>
|
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<tr>
|
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<th class="year">2012</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
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</span>
|
|
<ul class="prof-list">
|
|
<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
|
|
Seats Taken: 37/35
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>Albert S Paulson</li>
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</ul>
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<span class="course-capacity">
|
|
Seats Taken: 32/29
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</span>
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</div>
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</td>
|
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</tr>
|
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<tr>
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<th class="year">2011</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
|
|
<td class="term fall offered">
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|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
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</span>
|
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<ul class="prof-list">
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<li>Pengfei Ye</li>
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</ul>
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<span class="course-capacity">
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|
Seats Taken: 22/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2010</th>
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<td class="term spring not-offered">
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
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<div class="view-container detail-view-container">
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|
<span class="term-course-info">
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|
Investments (3c)
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</span>
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<ul class="prof-list">
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<li>Pengfei Ye</li>
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</ul>
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<span class="course-capacity">
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Seats Taken: 4/30
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</span>
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</div>
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</td>
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</tr>
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<tr>
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<th class="year">2009</th>
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|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
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|
Investments (3c)
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</span>
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<ul class="prof-list">
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<li>David H Goldenberg</li>
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</ul>
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<span class="course-capacity">
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|
Seats Taken: 7/35
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</span>
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</div>
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</td>
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<td colspan="2" class="term summer not-offered">
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</td>
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<td class="term fall offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
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</span>
|
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<ul class="prof-list">
|
|
<li>David H Goldenberg</li>
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|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 5/35
|
|
</span>
|
|
</div>
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2008</th>
|
|
<td class="term spring offered">
|
|
<div class="view-container detail-view-container">
|
|
<span class="term-course-info">
|
|
Investments (3c)
|
|
</span>
|
|
<ul class="prof-list">
|
|
<li>David H Goldenberg</li>
|
|
</ul>
|
|
<span class="course-capacity">
|
|
Seats Taken: 9/35
|
|
</span>
|
|
</div>
|
|
</td>
|
|
<td colspan="2" class="term summer not-offered">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
<tr>
|
|
<th class="year">2007</th>
|
|
<td class="term spring unscheduled">
|
|
</td>
|
|
<td colspan="2" class="term summer unscheduled">
|
|
</td>
|
|
<td class="term fall not-offered">
|
|
</td>
|
|
</tr>
|
|
</tbody>
|
|
</table>
|
|
</div>
|
|
</div>
|
|
</body>
|
|
</html>
|