Dec 26, 2024  
School of Graduate Studies Calendar, 2018-2019 
    
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School of Graduate Studies Calendar, 2018-2019 [-ARCHIVED CALENDAR-]

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MFM 711 / Portfolio Theory and Optimization


Prerequisite(s): Must be enrolled in MFM program.

Problems solving in portfolio management with financial optimization techniques. Topics include: Portfolio Risk Measurements, Mean Variance Analysis, Mean Value at Risk Analysis, Capital Asset
Pricing Model and Portfolio Performance Indices, Optimization in Finance.


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