Subject
Finance
Program
Master of Science (MSc)
Location
Côte-des-Neiges
Instruction mode
Credits
3
Description
Understanding of the various aspects of portfolio management, primarily asset allocation (strategic and tactical), short-term (e.g. Markowitz and Black-Litterman), portfolio allocation and factor-based portfolio allocation approaches.
We also analyze different performance measures, delegated portfolio management, environmental, social and governance (ESG) as well as machine learning and artificial intelligence (ML/AI) considerations in portfolio management.
Themes covered
1. Introduction to portfolio management
2. Markowitz-style portfolio allocation - Theory
3. Markowitz-style portfolio allocation - Practice
4. Portfolio allocation à la Black-Litterman
5. Forecasting and machine learning and artificial intelligence (ML/AI) considerations in portfolio management
6. Long-term portfolio allocation à la Merton - Theory
7. Long-term portfolio allocation à la Merton - Practice
8. Factor investing - Theory
9. Factor Investing - Practical
10. Performance measurement
11. Environmental social and governance (ESG) in portfolio management
12. Delegated portfolio management
Important notes
Course in French : FINA 60202
M. Sc. finance: Préalable(s): MATH 60207(A) ou 60230(A), et MATH 60210(A) ou 60231(A), et FINA 60211(A) ou 60232(A), et FINA 60204(A) M. Sc. économie financière appliquée: Préalable(s): MATH 60837(A)(Co) ou être admis à la M. Sc. ingénierie financière
M. Sc. finance: Préalable(s): MATH 60207(A) ou 60230(A), et MATH 60210(A) ou 60231(A), et FINA 60211(A) ou 60232(A), et FINA 60204(A) M. Sc. économie financière appliquée: Préalable(s): MATH 60837(A)(Co) ou être admis à la M. Sc. ingénierie financière