McMaster University Menu Search
Faculty of Science Mathematics & Statistics
Faculty of Science

Mathematics & Statistics

MFM 711, Winter 2019

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

 

McMaster Academic Planner (MAP)

Launch the MAP

The MCMASTER ACADEMIC PLANNER (M.A.P.) is a multipurpose tool used to educate prospective and current Science students on the admission requirements, course/program options, research, experiential education & co-op opportunities available in the Faculty of Science .

Image of the M.A.P. (McMaster Academic Planner) website which includes a giant orb with the text 'Your Jounrey Starts Here' written in the center

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca

McMaster University - Faculty of Science

Mailing Address

Department of Mathematics & Statistics
McMaster University

Hamilton Hall, Room 218
1280 Main Street West
Hamilton, Ontario, Canada
L8S 4K1

Contact Information

Office Hours:
8:30 a.m. - 12:00 p.m.
1:00 p.m. - 4:30 p.m.
Telephone Inquiries:
+1 (905) 525-9140 ext.27034
Undergrad Email Inquiries:
undergrad@math.mcmaster.ca