Dynamic Portfolio Theory
QST MF 730
A concise introduction to recent results on optimal dynamic consumption- investment problems is provided. Lectures will cover standard mean-variance theory, dynamic asset allocation, asset-liability management, and lifecycle finance. The main focus of this course is to present a financial engineering approach to dynamic asset allocation problems of institutional investors such as pension funds, mutual funds, hedge funds, and sovereign wealth funds. Numerical methods for implementation of asset allocation models will also be presented. The course also covers empirical features and practical implementation of dynamic portfolio problems. (Mathematical Finance courses are reserved for students enrolled in the Mathematical Finance program.)
FALL 2024 Schedule
Section | Instructor | Location | Schedule | Notes |
---|---|---|---|---|
E1 | HAR 414 | R 6:30 pm-9:15 pm |
Note that this information may change at any time. Please visit the MyBU Student Portal for the most up-to-date course information.