Teaching

Instructor, FINE 441 Investment Management (McGill), Summer 2021

Course Description: This three-credit undergraduate course focuses on developing key concepts and tools needed for financial practice from a portfolio manager’s perspective. Students learn the mechanics of financial markets, portfolio theory, valuation models for different asset classes (equity, bonds, and derivatives), asset allocation techniques, and portfolio evaluation. By the end of this course, students will be able to assess financial asset values and investment strategies and apply those techniques to real-world investment problems.

Syllabus

Teaching Assistant, FINE 435 Advanced Asset Management (McGill), Winter 2018

Course Description: This course adopts a factor-based approach to asset management. You will learn about the major risk factors for different asset classes (equities, bonds, currencies, etc.) that have been identified in academic research; use statistical methods to cross-validate the existence of premiums associated with these factors; construct optimized portfolios based on underlying factor models for investors with different preferences and constraints; and backtest the performance of these portfolios using several decades of historical data. We will also discuss whether alternative investment vehicles like hedge funds indeed represent separate asset classes or exposure to the same risk factors driving standard asset classes (like equities).