Introduction to Quantitative Investing

Introduction to Quantitative Investing课程简介：前往报名学习

Introduction to Quantitative Investing课程简介：

Throughout the course, instructor will guide you to learn about essential components of modern investment theory such as return, risk and portfolio optimization.

前往报名学习

Introduction to Quantitative Investing课程目录：

강의소개

--Course Description

--Lecturer Profile

--Learning Objectives

--Lecture Schedule

--Evaluation and Scoring

--Q&A

Week 1 : Knowing the Source

--Learning Objectives

--(VIDEO) 1. World financial markets

--(VIDEO) 2. Where do information come from?

--Problem Set

--Reading Materials

--WEEK1 Discussion

Week 2 : Securities analysis using data

--Learning Objectives

--(VIDEO) 1. Investment return

--(VIDEO) 2. Investment risk

--Problem Set

--Reading Materials

--WEEK2 Discussion

Week 3 : Capital Allocation

--Learning Objectives

--(VIDEO) 1. Allocation with risk-free and risky financial assets

--(VIDEO) 2. Allocation within risky assets

--Problem Set

--Reading Materials

--WEEK3 Discussion

Week 4 : Understanding Market Risk

--Learning Objectives

--(VIDEO) 1. Index model

--(VIDEO) 2. Tools to construct index model

--Problem Set

--Reading Materials

--WEEK4 Discussion

Week 5 : Valuing Securities

--Learning Objectives

--(VIDEO) 1. Capital Asset Pricing model

--(VIDEO) 2. Arbitrage Pricing Model

--Problem Set

--Reading Materials

--WEEK5 Discussion

Week 6 : Constructing an Investment Portfolio

--Learning Objectives

--(VIDEO) 1. Markowitz portfolio theory

--(VIDEO) 2. Mean-variance optimization

--Problem Set

--Reading Materials

--WEEK6 Discussion

Final Exam

--Final Exam

期末考试

Introduction to Quantitative Investing授课教师：

Youngju Nielsen--成均馆大学-

Professor Youngju Nielsen has practiced quantitative finance for more than 15 years at Wall Street global investment banks before she joined SKKU in 2015. She was Chief Investment Officer at hedge fund and head of systematic trading groups at global banks such as Citi and J.P. Morgan. She has received Ph.D in Statistics from University of Pittsburgh, Master of Science in Financial Engineering from UC Berkeley.