Course Detail
Units:
3.0
Course Components:
Lecture
Enrollment Information
Enrollment Requirement:
Prerequisites: FINAN 6020.
Description
The approaches, tools, and methods for risk assessment in multi-asset class portfolios will be addressed with an eye towards understanding the influence and management of risk exposures in asset allocation. Primary applications are to pensions, endowments, foundations, family offices, and other institutional portfolios. An optional lab with applications in the R programming language will also be provided.