FIN30240 Applied Portfolio & Risk Mangt

Academic Year 2019/2020

This is a one-trimester course examining portfolio management and financial risk management related topics. It is assumed that students have an understanding of asset pricing and portfolio theory, allowing this course to concentrate on the financial risk management process (incl. drawdown, lower partial moments, VaR) and modern investment management processes (incl. asset allocation, ETFs, FBI, scientific active equity, smart beta etc.). A core component of the course is adopting statistical software with a view to implementing sophisticated financial risk management and portfolio design practices. Every effort will be made to treat the two key themes of the course, namely portfolio management and risk modelling, in an integrated manner, while simultaneously discussing advances in the global asset management industry (e.g. Big Data, Data Science, Deep Data, LEIs).

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Curricular information is subject to change

Learning Outcomes:

At the end of this course students should
1) Have a competent understanding of the financial risk management and portfolio management literatures.
2) Be able to implement the key methods in investment management and risk management.
3) Have an in-depth knowledge in an area of their choice.

Student Effort Hours: 
Student Effort Type Hours






Approaches to Teaching and Learning:
Not yet recorded 
Requirements, Exclusions and Recommendations

Not applicable to this module.

Module Requisites and Incompatibles
Not applicable to this module.  
Assessment Strategy  
Description Timing Open Book Exam Component Scale Must Pass Component % of Final Grade
Examination: Final Exam 2 hour End of Trimester Exam Not specified Graded No


Essay: Assessment of Portfolio Management Performance & Risk Management Throughout the Trimester n/a Graded No


Carry forward of passed components
Not yet recorded

Not yet recorded

Please see Student Jargon Buster for more information about remediation types and timing. 
Not yet recorded
Name Role
Dr Hanyu Zhang Lecturer / Co-Lecturer
Miss Yumeng Gao Tutor
Dr Yanan Lin Tutor
Fabiola Schneider Tutor
Timetabling information is displayed only for guidance purposes, relates to the current Academic Year only and is subject to change.  
Lecture Offering 1 Week(s) - Spring: All Weeks Fri 09:00 - 10:50
Tutorial Offering 1 Week(s) - Spring: All Weeks Fri 11:00 - 11:50
Tutorial Offering 2 Week(s) - Spring: All Weeks Fri 12:00 - 12:50