社交网络模型及应用

There are two goals for this course: 1. Provide you with an introduction to the fundamental framework and theory of quantitative investment as well as required quantitative tools used in investment analysis. 2. Expose you to real data on financial securities, and learn how to apply the theory to do quantitative investment, including Portfolio Choice and mean-variance mathematics, Linear factor model and their testing methods, CAPM anomalies and behavioural finance: factors V.S characteristics, Barra model for quantitative equity investment, Performance evaluation and attribution,Event driven strategies, Asset allocation: Black-Litterman model, and Option-implied information.