MFM 711, Winter 2019
Portfolio Theory and Optimization
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