Description
Instructor(s)/Supervisor(s)/Coordinator(s): Abhiroop MUKHERJEE, Jun AOYAGIThis course studies the concepts and evidence relevant to the management of investment portfolios. Topics include diversification, asset allocation, portfolio optimization, factor models, the relation between risk and return, trading, passive (e.g., index-fund) and active (e.g., hedge-fund, long-short) strategies, mutual funds, performance evaluation, long-horizon investing and simulation.