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Courses - Fall 2023
Finance Department Site
Quantitative Investment Strategies
Credits: 2
Grad Meth: Reg
Prerequisite: BUFN610.
Restriction: Must be in a major in BMGT-Robert H. Smith School of Business; or must be in Business and Management (Master's) program.
Credit only granted for: BUFN764 or BUFN736.
Formerly: BUFN764.
Provides an introduction to quantitative techniques of selecting equities, as used commonly among long-short equity hedge funds and other quantitative equity asset management companies. Statistical factor models are developed to locate stocks with higher expected returns, based on the observable characteristics of the stocks. Implementation issues, including statistical estimation, backtesting and portfolio construction, are covered, as is performance evaluation.