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This is a laboratory and theoretical based course that develops fundamental concepts of asset valuation in a world with time varying risk, in order to construct and manage an investment portfolio. The course focuses on the recent advances in quantitative finance including risk modelling, forecasting, portfolio construction and evaluation. The aim is to provide students with a practitioner-orientated view of asset management where concern is based on generating superior returns. Topics focus primarily on empirical and practical tools required to actively manage an investment over time. 



UNSW Business School

Study Level


Offering Terms

Term 1, Term 2, Term 3



Indicative contact hours


Conditions for Enrolment

Prerequisite or corequisite: FINS5513 or enrolment in program 8406

Course Outline

To access course outline, please visit:


Pre-2019 Handbook Editions

Access past handbook editions (2018 and prior)

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