15.451 Investment Management Lab
One of three Action Learning courses offered by the MIT Sloan Finance Group, Investment Management Lab (previously the Proseminar in Capital Markets/Investment Management) is a one-semester course that offers students experience in the complex task of developing and communicating solutions to the challenging financial problems facing businesses today. Students work in teams to tackle issues posed by host companies and present findings to the host and their fellow classmates.
Projects span topics such as:
- Portfolio construction
- Risk management
- Hedge fund trading strategies
- Optimal rebalancing
- Tail risk hedging
- Currency hedging
- Performance measurement
- Machine learning from the perspective of traders, portfolio managers, and institutional asset owners