Description

Managing portfolios of financial investments requires a balance between risk and reward. Statistical analysis helps sort through vast amounts of data and guide asset allocation.

This course provides an introduction to statistical methods for portfolio management. Gain hands-on experience with financial data and learn about regression analysis and its applications to the capital asset pricing model and multifactor pricing models. Learn how to improve investment outcomes for yourself and/or clients.

Prerequisites

STATS200 or equivalent

Topics include

  • Principal components and multivariate analysis
  • Likelihood inference and Bayesian methods
  • Financial time series
  • Value at risk
  • Estimation and modeling of volatilities

Course Availability

The course schedule is displayed for planning purposes – courses can be modified, changed, or cancelled. Course availability will be considered finalized on the first day of open enrollment. For quarterly enrollment dates, please refer to our graduate education section.