FIN41360 Portfolio & Risk Mgt

Academic Year 2023/2024

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 R) with a view to implementing sophisticated financial risk management and portfolio design methods and practices.

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Curricular information is subject to change

What will I learn?

Learning Outcomes:

At the end of this course students should
1) Have a competent understanding of the portfolio allocation and financial risk management literatures, as well as of recent and relatively advanced developments in asset pricing and portfolio theory which help tackle the financial risk management and portfolio allocation problems in a more satisfactory manner;
2) Be able to implement the key methods in modern asset allocation and risk management;
3) Have an in-depth knowledge in an area of their choice.

How will I learn?

Student Effort Type	Hours
Lectures	0
Tutorial	1
Total	1

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
Group Project: Risk Modelling	Unspecified	n/a	Graded	No	20
Project: Individual Project	Unspecified	n/a	Graded	No	40
Group Project: Portfolio choice & performance attribution	Unspecified	n/a	Graded	No	20
Presentation: Presentations on the two group projects	Unspecified	n/a	Graded	No	20

Carry forward of passed components
Not yet recorded

What happens if I fail?

Remediation Type	Remediation Timing
In-Module Resit	Prior to relevant Programme Exam Board

Assessment feedback

Not yet recorded

Associated Staff

Name	Role
Dr Emmanuel Eyiah-Donkor	Lecturer / Co-Lecturer
Mr Shivam Agarwal	Tutor
Mr Kushagra Jain	Tutor
Lanxin Lu	Tutor

When is this module offered?


Spring
Lecture	Offering 1	Week(s) - 20, 21, 22, 23, 24, 25, 26, 30, 31, 32, 33	Fri 11:30 - 13:20
Lecture	Offering 2	Week(s) - 20, 21, 22, 23, 24, 25, 26, 30, 31, 32, 33	Fri 09:00 - 10:50
Tutorial	Offering 1	Week(s) - 21, 23, 24, 25, 26, 29, 31, 32, 33	Fri 12:00 - 12:50
Tutorial	Offering 2	Week(s) - 21, 23, 24, 25, 26, 29, 31, 32, 33	Fri 13:00 - 13:50
Tutorial	Offering 3	Week(s) - 21, 23, 24, 25, 26, 29, 31, 32, 33	Fri 15:30 - 16:20
Tutorial	Offering 4	Week(s) - 21, 23, 24, 25, 26, 29, 31, 32, 33	Fri 14:30 - 15:20
Tutorial	Offering 5	Week(s) - 21, 23, 24, 25, 26, 29, 31, 32, 33	Fri 15:30 - 16:20
Spring