Course Information

FRE7241 Algorithmic Portfolio Management

Credits: 1.50

This course focuses on portfolio construction and rebalancing strategies such as momentum, value, and size strategies, among others. The course emphasizes backtesting and risk factor analysis as well as optimization to reduce tracking error. It will also address how a quantitative investment approach can help both individual and institutional investors make sound long-term investment decisions.

Prerequisite: FRE6123 and Graduate Standing