IAM748 SPECIAL TOPICS:PORTFOLIO OPTIMIZATION
Course Code: |
9700748 |
METU Credit (Theoretical-Laboratory hours/week): |
3(3-0) |
ECTS Credit: |
8.0 |
Department: |
Institute Of Applied Mathematics |
Language of Instruction: |
English |
Level of Study: |
Masters |
Course Coordinator: |
|
Offered Semester: |
Fall or Spring Semesters. |
Course Content
Coursework and computer lab with MATLAB. The objective of this course is to introduce central elements of theory, methods (algorithms) and applications on how optimization theory is used to decide about an optimal portfolio.