MTH 9855
Asset Allocation and Portfolio · 3 credits · Spring 2027
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
Seat status as of Oct 2, 10:36 AM ET. Seats can change between refreshes.
UTA-LEC Regular
Tue · 6:05 PM - 9:00 PM
B - Vert 6-175
Instructor not announced yetIn PersonOpen