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 Applied Portfolio Management and Modelling - FINS5517
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Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.125 (more info)
 
 
Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS5513 or enrolment in program 8406.
 
 
Fee Band: 2 (more info)
 
 
Further Information: See Class Timetable
 
  

Description

Provides the foundation for the analysis of active funds management: the dynamic management of equity and fixed-income portfolios. Emphases are model construction (including forecasting), data analysis, the use of derivative securities (such as options, futures, FRAs, swaps), both international and domestic diversification benefits, performance and risk measures, and risk management and control.

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