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Dec 15, 2025
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MFE 6220 - Quantitative Analysis in Equity Markets
Covers the principles of valuation for common stock (equities) and the principles of portfolio management for equity portfolios. Presents tools and theories used by investors to identify and evaluate various investment alternatives in forming investment portfolios. Topics include sources of investment information, relationship between investment risks and returns, analysis and valuation of securities (focusing on common stocks), portfolio theory, portfolio performance evaluation, and investor and market behavior. For forecasting purposes in equity markets, the course covers Autoregressive and Moving average models, random walks and unit roots, ARCH/GARCH models, and the Vector Autoregressive models. Students obtain a theoretical understanding of each model and their applications.
Requisites: MFE 6390
Credit Hours: 4
Repeat/Retake Information: May not be retaken.
Lecture/Lab Hours: 3.0 lecture
Grades: Eligible Grades: A-F,PR,WP,WF,WN,FN,AU,I
Learning Outcomes:
- Describe and apply asset valuation principles.
- Use econometric models to support investment actions, recommendations, and performance evaluation.
- Utilize real world data to estimate and forecast time series models using econometric software such as SAS and EViews.
- Value equities using several alternative valuation models.
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