STSCI 5610
Last Updated
- Schedule of Classes - May 19, 2024 7:32PM EDT
- Course Catalog - May 19, 2024 7:07PM EDT
Classes
STSCI 5610
Course Description
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.
Seven Week - Second. Choose one lecture and one project. Combined with: STSCI 4610
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Credits and Grading Basis
2 Credits Opt NoAud(Letter or S/U grades (no audit))
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Class Number & Section Details
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Meeting Pattern
- MW Phillips Hall 203
- Mar 13 - May 7, 2024
Instructors
Das, S
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Additional Information
Instruction Mode: In Person
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