Course

University course resources
for Quantitative asset management
by michael robbins

 under construction
4900 & 3900 GRADUATE RESEARCH PROJECT
4900 & 3900 PORTFOLIO STRATEGY & ATTRIBUTION4700 GLOBAL TACTICAL ASSET ALLOCATION4576 FACTOR INVESTING & ASSET ALLOCATION4524 ENVIRONMENTAL, SOCIAL, GOVERNANCE (ESG) INVESTING4524 ASSET ALLOCATION FOR ECONOMIC SURPRISE4700 BIOMEDICAL TECHNOLOGY INVESTING4578 INDUSTRY PROJECTS4511 INDUSTRY PROJECTs

see the readings for preliminary readings

SEE THE CODE FOR COMPUTER CODE EXAMPLES

SEE THE GENERAL RESOURCES FOR SOFTWARE & DATA

readings

code

resources

Contents

- Class Project Sign-Up Sheet (Survey for Project Optimizer)
- Class Project Assignments (Optimizer Results)
- Class Schedule and Syllabi
   - 4900 & 3900 Portfolio Strategy & Attribution   - 4700 Global Tactical Asset Allocation   - 4576 Factor Investing & Asset Allocation   - 4524 Environmental, Social, Governance (ESG) Investing   - 4524 Asset Allocation for Economic Surprise   - 4700 Biomedical Technology Investing   - 4578 Industry Projects   - 4511 Tax-Loss Harvesting and Transaction Cost Optimization