Quantitative Asset Management - BAF 421

This course is a follow-up to the introductory investment’s course and is designed to acquaint the students with the pricing and management of financial assets. Topics are divided into three modules. The first module addresses equities portfolio allocation followed by portfolio performance measurement, rebalancing and evaluation with an emphasis on global investments. The second module introduces fixed income securities including managing bond portfolios. The third module extends the analysis to include advanced and alternative investment vehicles such as real estate, commodities, hedge funds, venture capital. Prerequisite: BAF 321.