Dec 01, 2024  
2020-2021 Graduate Catalog 
    
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FINQ 762 - Investments Modeling


Credits 3

Discussion of econometric techniques and programming skills needed to manipulate large financial data sets. Widely used statistical factor models are developed to form tradable portfolios using various characteristics. Topics include asset pricing, market efficiency, and statistical estimation.

Grading
Letter grade

Prerequisites
Admission in MSQF program or approval by Director of MSQF program; FIN 710  and ECO 770 .