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.
Please note that the University reserves the right to vary student fees in line with relevant legislation. This fee information is provided as a guide and more specific information about fees, including fee policy, can be found on the fee website.
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