2010 Course Handbook
ECFS871: Risk and Portfolio Construction
Portfolio construction is a vital part of an institutional investment manager's mandate and the environment for decision making. A diverse range of optimisation methods for portfolios are proposed, with spreadsheets provided and using data sets encountered in practice. The effect of management structure, control and marketing is also discussed.
| Credit Points: | 2 |
| Contact Hours: | -- |
| When Offered: |
E1 - Evening; Offered in the first half-year
E2 - Evening; Offered in the second half-year |
| Staff Contact: | Dr Frank Ashe |
| Prerequisites: | (Admission to Master of Applied Finance or Postgraduate Certificate in Applied Finance) and ECFS865 |
| Corequisites: | |
| NCCWs: | |
| Unit Designations: | -- |
| Assessed As: | Graded |
| Offered By: |
Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |