15 439 - Investment Management

Description
Prereq: 15.401, 15.414, or 15.415. 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. Final examination.
Credits
9
Recent Professors
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Recent Semesters
Spring 2020
Offered
M
Avg. Sections
1