MF 803 Portfolio Theory (Fall/Spring/Summer: 3)

Prerequisite: MF 801 and MF 852
This course provides a detailed introduction to quantitative portfolio management techniques. After a review of basic investment theory and statistical methods, we will concentrate our class discussion on the following issues: mean-variance portfolio construction methods in theory and in practice and the role for active quantitative portfolio management
The Department

Last Updated: 20-MAR-13