FIN4015H Portfolio & Risk Management

Academic Year 2021/2022

This module examines financial risk management and portfolio allocation related topics. It is assumed that students have an understanding of asset pricing nad portfolio theory, allowing this module to concentrate on the financial risk management process and asset allocation. Increasingly it is hard to separate traditional institutional portfolio management from more active strategies and risk management, therefore, a large amount of material takes the perspective of relatively active investors.

Show/hide contentOpenClose All

Curricular information is subject to change

What will I learn?

Learning Outcomes:

At the end of this module, students should:
Have a competent understanding of financial risk management and portfolio allocation literatures.
Be able to implement the key methods in modern empirical risk management in finance.
Have an in-depth knowledge in an area of their choice.

How will I learn?

Student Effort Type	Hours
Lectures	20
Specified Learning Activities	60
Autonomous Student Learning	80
Total	160

Am I eligible to take this module?

Requirements, Exclusions and Recommendations

Not applicable to this module.

Module Requisites and Incompatibles

Not applicable to this module.

How will I be assessed?

Assessment Strategy

Description	Timing	Open Book Exam	Component Scale	Must Pass Component	% of Final Grade
Examination: Examination	2 hour End of Trimester Exam	No	Graded	No	60
Assignment: Main Assignment	Varies over the Trimester	n/a	Graded	No	40

Carry forward of passed components
No

What happens if I fail?

Resit In	Terminal Exam
Spring	Yes - 2 Hour

Assessment feedback

Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

General feedback is provided to students on all their submitted assessment components.

Associated Staff

Name	Role
Mr Neil Caraher	Tutor
Ms Chloe Duane	Tutor
Ms Sarah Kelly	Tutor
Ms Eva Lock	Tutor
Yung Chiang Yang	Tutor