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Fall 2012

Management (MGMT)
MGMT 237M - Special Topics in Financial Engineering: Statistical Arbitrage

Lecture: Lec 1

Class ID: 660213200

Class Website: N/A


Time in Pacific Time


Open: 13 of 46 Left

No Waitlist


Gold Hall Room B301

2.0-4.0 Variable

Ledoit, O.

Final Exam Information





None listed


Consult instructor for method of evaluation


Enrollment Information

Grade Type

Individual Studies


Letter Grade or Satisfactory/ Unsatisfactory

Department Consent




Course Description

Lecture, three hours. Limited to Master of Financial Engineering Program students. In-depth examination of problems or issues in one area of current concern in financial engineering. May be repeated for credit. S/U or letter grading.

Class Description

Study of quantitative equity market-neutral strategies including high-capacity strategies with multi-year time horizons and low-capacity strategies with millisecond time horizons. Study gives students the toolkit necessary to develop their own sources of alpha.

General Education (GE)

This class does not satisfy any GE requirements.


This class does not satisfy any College/School diversity requirement.

Class Notes

  • A per-unit Instructional Enhancement Fee is assessed on most undergraduate nontutorial classes. See the Miscellaneous Fee Chart at for fee amounts.
  • Management 108 through 127B are limited to Business Economics and Mathematics/Applied Science majors and Accounting minors during the first enrollment pass. Any junior/senior may enroll on the second pass.
  • Management 200 through 299 (excluding 237), 406, 407, 413A, and 413B may be available to UCLA GRADUATE STUDENTS who meet the requisites for the class, space permitting.
  • Interested students should go to the FIRST CLASS MEETING for instructions and PTE numbers.
  • Management 237A thru 237N are limited to Master of Financial Engineering (M.F.E.) Program students.
  • Management 402, 403, 405, 408, 409, 410, 411A, 411B, 420, and 430 are limited to M.B.A. and Fully Employed M.B.A. Program students.



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