Investment Management Modeling - FINS3640
Faculty: UNSW Business School
School: School of Banking and Finance
Course Outline: FINS3640 Course Outline
Campus: Sydney
Career: Undergraduate
Units of Credit: 6
EFTSL: 0.12500 (more info)
Indicative Contact Hours per Week: 3
Enrolment Requirements:
Prerequisite: FINS2624
CSS Contribution Charge: 3 (more info)
Tuition Fee: See Tuition Fee Schedule
Further Information: See Class Timetable
View course information for previous years.
Description
We propose taking out factor models for two reasons:
i) Factor models are discussed in the context of portfolio risk management
ii) By removing factor models, we want to give the lecturer flexibility to use either this type of models or other models (such as value at risk) to discuss portfolio risk management.
We propose taking out Barra because we no longer subscribe to the software. This was used when Thomas H and David G taught the subjects.