Course Schedule and Catalog
Course Catalog - 2019-2020
MGMT 638 - QUANTITATIVE INVESTMENT STRAT
Long Title: QUANTITATIVE INVESTMENT STRATEGIES
Department: Management
Grade Mode: Standard Letter
Language of Instruction: Taught in English
Course Type: Lecture
Credit Hours: 1.5
Restrictions:
Must be enrolled in one of the following Program(s):
MBA for Professional Extended
MBA for Professionals
MBA for Professional Weekend
MBA - Executive Program
MBA
Must be enrolled in one of the following Level(s):
Graduate
Graduate Quadmester
Prerequisite(s): MGMT 645
Description: This course introduces students to common strategies and techniques employed by quantitative money managers, focusing especially on equity management. The central questions are whether managers can generate alpha by selecting stocks based on quantitative characteristics and how to manage risks of portfolios created in that way. The prerequisite may be taken concurrently.