Applied Portfolio Management and Modelling - FINS5517


	Faculty: Australian School of Business
	School: School of Banking and Finance
	Course Outline: http://banking.web.unsw.edu.au/
	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)
	Tuition Fee:See Tuition Fee Schedule
	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.