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Applied Portfolio Management and Modelling - FINS5517 | |||||||||||||||||||||||||||||||||||||||||||||||
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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