ß in QIS

Ects : 6
Compétence à acquérir :
Practical knowledge to design quantitative investment strategies.

Description du contenu de l'enseignement :
Beta investments, Equity beta portfolio strategies, Bonds beta portfolio strategies, multi asset allocation approach
to deeply study beta (passive) investments across asset class, and to be able to design quantitative investment strategies to monetize views on factors (macro, curve and style)