NBA 6450

Last Updated

  • Schedule of Classes - January 7, 2018 7:14PM EST
  • Course Catalog - January 7, 2018 7:15PM EST

NBA 6450
Advanced Investment Strategies

Course information provided by the Courses of Study 2017-2018.

This course focuses on the study of advanced investment strategies in modern financial markets using a quantitative approach.  The course is structured in two parts.  In the first part, we will cover important tools used in quantitative investment analysis such as time-series predictability, cross-sectional asset pricing, and an introduction to derivative securities.  The second part of the course uses the tools covered in the first part to study strategies including trading higher-order risk premia, intermediation constraints-based asset pricing, trading on quantifiable soft information such as textual analysis, and conclude by examining special topics of interest including high-frequency trading and hedge funds.

When Offered Fall.

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Syllabi: none

  •   Regular Academic Session. 

  • 3 Credits Opt NoAud

  • 13419 NBA 6450   LEC 001

  • ** Open to GM, GR and UG Srs/Jrs Only ** ** S/U or Letter Grade Only - NO AUDITS ALLOWED ** Deadline to Change Grading Option: October 17th Add/Drop Dates: Johnson Students – August 15th at 8:00am thru September 5th at 4:00pm. Non-Johnson Students: August 30th at 8:00am thru September 5th at 4:00pm. You may add or drop a full semester class after September 5th with permission of the faculty. A late fee of $100.00 will be charged for each add or drop transaction. If you are dropping after October 17th you will also receive a "W" on your transcript in addition to the late fees. Non-Johnson students may add themselves to the waitlists during their enrollment periods, however Johnson Students have priority into the classes and non-Johnsons will be enrolled: 1) IF seats are still available after Johnson students complete their enrollment period and 2) IF the instructor allows.

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