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Instructor: Prof. Dr. Cenk Cevat KARAHAN
An introduction to quantitative investment analysis and portfolio management. The course will review various assets classes ( equity, fixed income, derivatives ) and their use for optimal portfolio and risk management purposes. The topics will include conventional approaches such as risk, return, market equilibrium, efficiency, CAPM, factor models as well as more recent developments in behavioral finance, statistical arbitrage and algorithmic trading. Applications of the portfolio management concepts will induce individual quantitative assignments and case studies.
- FE523 Lecture 1 – Introduction (1)
- FE523 Lecture 1 – Introduction (2) : Asset Classes and Financial Instruments
- How securities are traded
- Mutual Funds and Other Investment Companies
An introduction to financial markets, different asset classes and financial instruments. A brief look at various institutional investors ( mutual funds, hedge funds, pension funds ) and their investment strategies.