Overview:
- Credits:
- 7.5
- Level:
- 4
- Semester:
- Spring
- Subject:
- Finance
- School:
- Business
- Coordinator:
- Dr Emmanuel Eyiah-Donkor
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Curricular information is subject to change
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.
• Portfolio Optimization/Choice
• Portfolio/Fund Management Performance Evaluation and Attribution
• Market Risk Modelling
• Credit Risk Modelling
• Risk, Regulation, and Capital Management
Student Effort Type | Hours |
---|---|
Lectures | 24 |
Tutorial | 9 |
Autonomous Student Learning | 188 |
Total | 221 |
Not applicable to this module.
Description | Timing | Component Scale | % of Final Grade | ||
---|---|---|---|---|---|
Group Project: The group project involves an empirical investigation on risk modelling (Market and credit risks) part of the module. It will involve a written submission. | Throughout the Trimester | n/a | Graded | No | 20 |
Project: In-class tests: one on portfolio choice and performance attribution and the other on risk modelling. It will assess the level of individual preparation attained through the group project work. | Throughout the Trimester | n/a | Graded | No | 40 |
Group Project: The group project involves an empirical investigation on portfolio choice, fund managment, and performance attribution part of the module. It will involve a written submission. | Throughout the Trimester | n/a | Graded | No | 20 |
Presentation: Presentations on the two group projects. | Throughout the Trimester | n/a | Graded | No | 20 |
Resit In | Terminal Exam |
---|---|
Summer | No |
• Feedback individually to students, post-assessment
• Group/class feedback, post-assessment
Students will receive feedback, both oral and written and in-class and out of class, on assesment components 2-3 weeks (approximately) after assessment and throughout the semester.
Name | Role |
---|---|
Dr Emmanuel Eyiah-Donkor | Lecturer / Co-Lecturer |
Lanxin Lu | Tutor |
Yingjie Niu | Tutor |
Presentation | Offering 1 | Week(s) - 26 | Fri 09:00 - 17:50 |
Lecture | Offering 1 | Week(s) - 20, 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 11:30 - 13:20 |
External & School Exams | Offering 1 | Week(s) - 29 | Mon 16:30 - 18:20 |
Lecture | Offering 1 | Week(s) - 29, 33 | Thurs 16:00 - 17:50 |
Lecture | Offering 2 | Week(s) - 20, 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 09:00 - 10:50 |
Presentation | Offering 2 | Week(s) - 26 | Fri 09:00 - 17:50 |
External & School Exams | Offering 2 | Week(s) - 29 | Mon 16:30 - 18:20 |
Lecture | Offering 2 | Week(s) - 29, 33 | Thurs 16:00 - 17:50 |
Tutorial | Offering 1 | Week(s) - 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 12:00 - 12:50 |
Tutorial | Offering 2 | Week(s) - 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 13:00 - 13:50 |
Tutorial | Offering 3 | Week(s) - 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 15:30 - 16:20 |
Tutorial | Offering 4 | Week(s) - 21, 22, 23, 24, 25, 30, 31, 32, 33 | Fri 14:30 - 15:20 |