Quantitative Methods in Finance

Lecture notes on exploring data, explaining asset movements, forecasting, and diversification.

• Topic: Lecture notes for basic quantitative methods used in asset allocation
• Slides:
  • Step 1: Explore the data
  • Step 2: Explain the asset movement
  • Step 3: Forecast returns / vol / comovement
  • Step 4: Protect via diversification
• Intended Audience:
  • Slides in a 14 session daytime MBA course at KFBS (UNC)
  • Users are expected to have some working knowledge of asset allocation (e.g. CAPM, MPT), basic statistics and regression