FIN30240 Applied Portfolio & Risk Management
Academic Year 2023/2024
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.
Lectures |
24 |
Tutorial |
9 |
Total |
33 |
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Requirements, Exclusions and Recommendations
Not applicable to this module.
Module Requisites and Incompatibles
Not applicable to this module.
Assessment Strategy
Examination: Final Exam |
2 hour End of Trimester Exam |
No |
Graded |
No |
50 |
Essay: Assessment of Portfolio Management Performance & Risk Management |
Throughout the Trimester |
n/a |
Graded |
No |
50 |
Carry forward of passed components Yes
Feedback Strategy/Strategies
• Group/class feedback, post-assessment
How will my Feedback be Delivered?
Not yet recorded.
Miss Yumeng Gao |
Tutor |
Dr Yanan Lin |
Tutor |
Diego Pérez Guisande |
Tutor |
Fabiola Schneider |
Tutor |
Gabija Zdanceviciute |
Tutor |
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Lecture |
Offering 1 |
Week(s) - 20, 21, 22, 23, 24, 25, 26, 30, 31, 32, 33 |
Fri 09:00 - 10:50 |
Tutorial |
Offering 1 |
Week(s) - 20, 21, 22, 23, 24, 25, 26, 30, 31, 32, 33 |
Fri 11:00 - 11:50 |
Tutorial |
Offering 2 |
Week(s) - 20, 21, 22, 23, 24, 25, 26, 30, 31, 32, 33 |
Fri 12:00 - 12:50 |
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