Investment Strategies | Weatherhead School at Case Western Reserve University

Investment Strategies

3.00 credit hours

This course provides a broad survey of some of the main strategies used by hedge funds today. Through exercises and projects, the hedge fund strategies will be presented using real data. Students will learn to use a methodology referred to as back testing in order to evaluate hedge fund strategies. The course will also cover institutional details related to short selling, liquidity, margin requirements, risk management, and performance measurement. Since hedge funds today use advanced modeling techniques, the course will require students to analyze and manipulate real data using mathematical modeling. The objective of the course is for students to gain practical knowledge about creating, back-testing, and implementing hedge fund trading strategies. Offered as BAFI 460 and FNCE 460.

No Syllabus Available

Ralitsa Petkova (Fall 2022)

NOTE: Instructors and offerings vary by semester. Visit the Schedule of Classes for the most up-to-date information.