quatalog-site/courses/MGMT-6410.html
2023-02-10 21:00:10 +00:00

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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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Quantitative Asset Management
</h1>
<h2 id="code">
MGMT-6410
</h2>
<p>
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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3 credits
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none
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Offered as Cross-Listing Only
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Detailed View
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<table id="years-table">
<thead>
<tr>
<th></th>
<th class="spring season-label">Spring</th>
<th class="summer season-label" colspan="2">Summer</th>
<th class="fall season-label">Fall</th>
</tr>
<tr>
<th colspan="2"></th>
<th class="summer2 midsum-label">(Session 1)</th>
<th class="summer3 midsum-label">(Session 2)</th>
<th></th>
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<tbody>
<tr>
<th class="year">2023</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
Quantitative Asset Management (3c)
</span>
<ul class="prof-list">
<li>Johan Maharjan</li>
</ul>
<span class="course-capacity">
Seats Taken: 22/40
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall not-offered">
</td>
</tr>
<tr>
<th class="year">2022</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
Quantitative Asset Management (3c)
</span>
<ul class="prof-list">
<li>Johan Maharjan</li>
</ul>
<span class="course-capacity">
Seats Taken: 22/40
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall not-offered">
</td>
</tr>
<tr>
<th class="year">2021</th>
<td class="term spring offered">
<div class="view-container detail-view-container">
<span class="term-course-info">
Quantitative Asset Management (3c)
</span>
<ul class="prof-list">
<li>Johan Maharjan</li>
<li>Clinton T. Ballinger</li>
</ul>
<span class="course-capacity">
Seats Taken: 20/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall not-offered">
</td>
</tr>
<tr>
<th class="year">2020</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>Gregory E. Collins</li>
</ul>
<span class="course-capacity">
Seats Taken: 21/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<td class="term fall not-offered">
</td>
</tr>
<tr>
<th class="year">2019</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>Albert S Paulson</li>
</ul>
<span class="course-capacity">
Seats Taken: 38/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>Gregory E. Collins</li>
</ul>
<span class="course-capacity">
Seats Taken: 17/23
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2018</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>Syed Abul Hyat</li>
</ul>
<span class="course-capacity">
Seats Taken: 8/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 23/23
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2017</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>Syed Abul Hyat</li>
</ul>
<span class="course-capacity">
Seats Taken: 12/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 12/50
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2016</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>Syed Abul Hyat</li>
</ul>
<span class="course-capacity">
Seats Taken: 10/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 25/50
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2015</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>Syed Abul Hyat</li>
</ul>
<span class="course-capacity">
Seats Taken: 12/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 29/50
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2014</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: 5/30
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 49/50
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2013</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>Bill Francis</li>
</ul>
<span class="course-capacity">
Seats Taken: 26/55
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 36/37
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2012</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>Albert S Paulson</li>
</ul>
<span class="course-capacity">
Seats Taken: 37/35
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>
</ul>
<span class="course-capacity">
Seats Taken: 32/29
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2011</th>
<td class="term spring not-offered">
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>Pengfei Ye</li>
</ul>
<span class="course-capacity">
Seats Taken: 22/30
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2010</th>
<td class="term spring not-offered">
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>Pengfei Ye</li>
</ul>
<span class="course-capacity">
Seats Taken: 4/30
</span>
</div>
</td>
</tr>
<tr>
<th class="year">2009</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: 7/35
</span>
</div>
</td>
<td colspan="2" class="term summer not-offered">
</td>
<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>David H Goldenberg</li>
</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>
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