BUFN402 Portfolio Management
Overview: This course will cover the fundamentals of portfolio management, including asset allocation, investing strategies, and the management of risk. Assets include stocks, bonds, foreign assets, real estate, etc. Topics: Risk management of defined benefit pension plans, including performance measurement and gaming. Also includes mutual fund styles and strategies. Quantitative modeling approaches include predictive regressions, factor models, overfitting models, backtesting, alpha models, signals, portfolio optimization (quadratic programming), leverage constraints, ESG constraints.
Instructors: Russ Wermers, Seokwoo Lee, Serhiy Kosak, Shri Santosh, Mark Loewenstein.