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FIN30240

Academic Year 2024/2025

Applied Portfolio & Risk Management (FIN30240)

Subject:
Finance
College:
Business
School:
Business
Level:
3 (Degree)
Credits:
5
Module Coordinator:
Professor Andreas Hoepner
Trimester:
Spring
Mode of Delivery:
On Campus
Internship Module:
No
How will I be graded?
Letter grades

Curricular information is subject to change.

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).

About this Module

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
Autonomous Student Learning

90
Lectures

24
Tutorial

9
Total

123

Approaches to Teaching and Learning:
Lectures

Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Not applicable to this module.
 

Assessment Strategy
Description Timing Component Scale Must Pass Component % of Final Grade In Module Component Repeat Offered

Not yet recorded.

Carry forward of passed components
Yes
 

Resit In Terminal Exam
Autumn Yes - 2 Hour
Please see Student Jargon Buster for more information about remediation types and timing. 

Feedback Strategy/Strategies

• Group/class feedback, post-assessment

How will my Feedback be Delivered?

Not yet recorded.

Name Role
Diego Pérez Guisande Tutor
Tushar Saini Tutor
Fabiola Schneider Tutor
Gabija Zdanceviciute Tutor
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