Basic Information
The Course Introduces The Classical Mean-variance Optimization Framework of Markowitz, The Capital Asset Pricing Model (capm) And The Extensions to Multi-period Investment, Online Portfolio Selection And Its Relation to Online Convex Optimization and The Application Of Deep Learning to Portfolio Selection. Learning Outcomes# At The End of The Course The Student Will Be Able To# 1. Apply Fundamental Concepts in Portfolio Selection. 2. Execute Portfolio Selection Models.
Faculty: Data and Decision Sciences
|Undergraduate Studies
|Graduate Studies
Pre-required courses
Semestrial Information
Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
Doron Blatt
Registration Groups
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Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
Bar Eini
Registration Groups
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Weekly Hours
2.5 Academic Credit • 2 Lecture Hours • 1 Discussion Hours
Responsible(s)
Doron Blatt
Registration Groups
|
|