Brandeis International Business School

FIN 218F — Portfolio Financial Modeling

Prerequisite: FIN 201a or FIN 203a. Students are expected to know basic excel. Meets for one-half semester and yields half-course credit.

Introduces fundamental methods and frameworks for portfolio financial modeling. Topics covered include mean-variance- covariance portfolio optimization, Black-Litterman approach to portfolio optimization and other portfolio models. The course is designed to be hands-on implementation of these models using real data and hence requires solid understanding of matrix and array functions and how to implement them in excel or any computational software. Usually offered every semester.
Hamza Abdurezak