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Oct 13, 2024
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Undergraduate Record 2021-2022 [ARCHIVED RECORD]
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COMM 4732 - Advanced Investments: Quantitative Equity Portfolio Management
Effective Start Date: 08/01/2020
The course builds on the equity markets material in COMM 4710. We examine factor models, as used in practice, to both describe the risk vs. return trade-off in U.S. equity markets & to evaluate active equity portfolio managers. Given this framework, we define & examine a number of quantitative strategies including: value, momentum, low volatility (both long-only & long/short). Finally, we discuss the issue of interconnected portfolio strategies.
Requisites: Must have completed COMM 3720 and COMM 4710
Credits: 3
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