Academic Catalog

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.