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Searched for: 1 subject found.
15.439 Investment Management
(
)
Prereq: 15.401, 15.414, or 15.415
Units: 3-0-6
Lecture: M EVE (4-7 PM) (E51-335) +final
Focuses on implementing successful investment strategies - blending academic finance with the practice of investment management employed by the world's most sophisticated (quantitative) investors. Covers the dynamics of behavioral finance and their effects on markets; investment strategies in current use, and how to build and test your own quantitative strategies; portfolio construction and trading, considering transaction costs, risk management, and efficient trade execution; and current trends and regulatory changes. Includes guest lecturers. Requires an understanding of basic statistical and financial concepts.
M. Rothman
Textbooks (Spring 2020)
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