FIN41360

This is a one-trimester course examining financial risk management and portfolio allocation 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 and asset allocation, when necessary complemented by the study of more advanced asset pricing and portfolio theory results. 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. A core component of the course is adopting Matlab and Excel software (and possibly Python) with a view to implementing sophisticated financial risk management and portfolio design methods and practices.