FIN41360 Portfolio & Risk Mgt

Academic Year 2022/2023

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

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.

Student Effort Type Hours
Lectures

0

Tutorial

1

Total

1

Requirements, Exclusions and Recommendations

Not applicable to this module.


Module Requisites and Incompatibles
Not applicable to this module.
 
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
 
Remediation Type Remediation Timing
In-Module Resit Prior to relevant Programme Exam Board
Not yet recorded
Name Role
Dr Emmanuel Eyiah-Donkor Lecturer / Co-Lecturer
Mr David SHIEL Lecturer / Co-Lecturer
Mr Shivam Agarwal Tutor
Mr Kushagra Jain Tutor
Spring
     
Lecture Offering 1 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 31, 32, 33 Fri 11:00 - 12:50
Lecture Offering 2 Week(s) - 20, 21, 22, 23, 24, 25, 26, 29, 31, 32, 33 Fri 08:30 - 10:20
Tutorial Offering 1 Week(s) - 21, 23, 24, 25, 26, 29, 30, 32, 33 Mon 11:00 - 11:50
Tutorial Offering 2 Week(s) - 21, 23, 24, 25, 26, 29, 30, 32, 33 Mon 12:00 - 12:50
Tutorial Offering 3 Week(s) - 21, 23, 24, 25, 26, 29, 30, 32, 33 Mon 14:00 - 14:50
Tutorial Offering 4 Week(s) - 21, 23, 24, 25, 26, 29, 30, 32, 33 Mon 15:00 - 15:50
Tutorial Offering 5 Week(s) - 21, 23, 24, 25, 26, 29, 30, 32, 33 Mon 10:00 - 10:50
Spring
     

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