Capstone Project
The Master of Quantitative Finance capstone is a project-based course that demonstrates the application of skills gained in the Master of Quantitative Finance program.
As a student, you will work in a team of four and research topics of interest to firms in the industry. You will have the opportunity to collaborate with prestigious firms who will suggest a topic and help to guide the research. You will have the opportunity to gain real industry experience that will aid in your job search. Projects typically involve application of the empirical skills developed in the program.
Teams may also be able to define their own project subject to the approval of the instructor and willingness of a faculty member to supervise.
A small sample of recent project titles and partnering firms are listed below.
- Allianz Global Investors (San Diego)
- Blackrock (San Francisco & London)
- BMO (London)
- BNP Paribas (New York & London)
- Brandes Partners (San Diego)
- CalStrs (Sacramento)
- Capital Group (Los Angeles)
- Citibank (Shanghai & New York)
- Deutsche Bank (Hong Kong & London)
- Goldman Sachs (London & New York)
- Huifu (Shanghai)
- Invesco (Atlanta)
- MN (Amsterdam)
- Moody's (New York, San Francisco)
- Morgan Stanley (New York)
- PIMCO (Newport Beach)
- Pinpoint Capital (Hong Kong)
- Schroder's (London)
- UBS (Singapore & Hong Kong)
- Viasat (San Diego)
- Announcement Effects of Chinese Debt-Equity Swaps
- Blending Active and Passive Funds
- Early Warning Indicators of 'Flash Crash'
- ESG Investing and Portfolio Returns
- Evidence of Behavioral Biases in Financial Advisors
- Expected Duration of Algorithmic Trade Execution
- International Equity Hedging Strategies
- Internet Finance and the Fintech Industry
- Modeling Expected Long-run Returns to Equities and Bonds
- Long-term Risk in Mutual Fund Performance
- Modeling Credit Risk and Automating Underwriting
- Regime Switching and Asset Allocation