MFM 711, Winter 2020

Portfolio Theory and Optimization

Calendar Description

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.

Instructor: T. Pirvu

Up-to-date information presented in your classes

PLEASE REFER TO MOSAIC FOR THE MOST UP-TO-DATE INFORMATION ON TIMES AND ROOMS

 

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McMaster University - Faculty of Science | Math & Stats