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Applied Portfolio Management and Modelling - FINS5517
 The Quad

   
   
   
 
Campus: Kensington Campus
 
 
Career: Postgraduate
 
 
Units of Credit: 6
 
 
EFTSL: 0.12500 (more info)
 
 
Indicative Contact Hours per Week: 3
 
 
Enrolment Requirements:
 
 
Prerequisite or corequisite: FINS5513
 
 
CSS Contribution Charge:Band 3 (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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