MTH 9855: Asset Allocation and Portfolio at Baruch College
3 credits · Spring 2027
Asset Allocation and Portfolio (MTH 9855) at Baruch College has 1 way to take it in Spring 2027. 1 of 1 section has an open seat right now.
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Requirements
Prerequisite: MTH 9814, MTH 9831 and Co-requisite: MTH 9862.
About this course
The course introduces the quantitative techniques and models commonly used in the asset management industry. The emphasis is on practical aspects of modeling, and specific techniques for portfolio construction and risk management. Topics include classic subjects such as Markowitz's mean-variance optimization, CAPM and APT models, the Black-Litterman model, as well as modern topics such as cointegration and postmodern portfolio theory.This is an elective course in the Financial Engineering MS Program.Prerequisite: MTH 9814, MTH 9831Co-requisite: MTH 9862
MTH 9855 sections, times and seats
Seat status as of Oct 5, 1:18 AM ET. Seats can change between refreshes. How fresh is this?
Questions about MTH 9855 at Baruch
- Who teaches MTH 9855 at Baruch in Spring 2027?
- No instructor has been announced for MTH 9855 in Spring 2027 yet. We update the page as Baruch College lists names.
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- Try another section, join the waitlist in CUNYfirst if there is one, or ask the department. You can also watch a full section and get an email when a seat opens; you still enroll yourself in CUNYfirst.