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Investment Management - ACST771
This unit will focus on investment from an actuarial practitioner's perspective. Topics include: asset classes and their characteristics; Australian shares; overseas shares; property; fixed interest and 'other' strategic and tactical asset allocation; stochastic asset liability modelling; investment mandates; investment management styles; investment performance measurement; risk management and control; and formulation of investment policy for financial institutions, taking into account the nature of their liabilities.
This unit provide students with essential investment knowledge from an actuarial practitioner's perspective that develop the concepts and skills necessary for advanced research in actuarial studies.
| Credit Points: | 4 |
| When Offered: | S2 Day - Session 2, North Ryde, Day |
| Staff Contact(s): | Dr Timothy Kyng |
| Prerequisites: |
Admission to MRes |
| Corequisites: | |
| NCCW(s): | ACST404, ACST871 |
| Unit Designation(s): | |
| Assessed As: | Graded |
| Offered By: | Department of Applied Finance and Actuarial Studies Faculty of Business and Economics |
Timetable Information
For unit timetable information and session dates for external offerings please visit the Timetables@Macquarie Website.