STSCI 5610

STSCI 5610

Course information provided by the Courses of Study 2023-2024.

The course teaches statistical methods used in modeling risk in asset returns. Students in this course will be able to: identify time series dependency in selected financial data, analyze trade-off between risk and return of a portfolio, analyze tail risk in context of asset returns, and apply factor analysis in context of asset returns.

When Offered Spring.

Prerequisites/Corequisites Prerequisite: STSCI 3080.

Comments Preferred prerequisite: basic R programming skills.

Outcomes
  • Identify time series dependency in selected financial data.
  • Analyze trade-offs between risk and return of a portfolio.
  • Analyze tail risk in the context of asset returns.
  • Apply factor analysis in the context of asset returns.

View Enrollment Information

Syllabi: none
  •   Seven Week - Second.  Choose one lecture and one project. Combined with: STSCI 4610

  • 2 Credits Opt NoAud

  • 20373 STSCI 5610   LEC 001

  • Instruction Mode: In Person

  • 20374 STSCI 5610   PRJ 601

    • TBA
    • Mar 13 - May 7, 2024
    • Das, S

  • Instruction Mode: In Person