15.439 Investment Management


Class Info

Focuses on implementing successful investment strategies - blending academic finance with the practice of investment management employed by the world's most sophisticated (quantitative) investors. Covers the dynamics of behavioral finance and their effects on markets; investment strategies in current use, and how to build and test your own quantitative strategies; portfolio construction and trading, considering transaction costs, risk management, and efficient trade execution; and current trends and regulatory changes. Includes guest lecturers. Requires an understanding of basic statistical and financial concepts.

This class has 15.401, 15.414, and 15.415 as prerequisites.

15.439 will not be offered this semester. It will be available in the Spring semester, and will be instructed by M. Rothman.

Lecture occurs 4:00 PM to 7:00 PM on Mondays in E51-335.

This class counts for a total of 9 credits.

You can find more information at the 15.439 Class Site site.

Required Textbooks
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MIT 15.439 Investment Management Related Textbooks
MIT 15.439 Investment Management On The Web

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