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Risk and Portfolio Construction - ECFS871

This unit deals with the identification, measurement and control of various risks within an investment management process. The emphasis is on gaining an in-depth qualitative understanding of the concepts.

The sessions are partly treated as if the class group is an investment management firm's asset allocation committee. Emphasis is placed on the process that could be undertaken in a hypothetical firm. Discussion of the portfolio manager's mandate and how this affects the definition of portfolio risk leads to questions of the fundamental concepts of risk, sources of risk and the variety of control methods needed. Qualitative and quantitative control methods are examined. Portfolio construction techniques follow, with a focus on a wide range of optimisation techniques controlling these risks.

Credit Points: 2
When Offered:

AFC Term 1 MB - Applied Finance Centre, Melbourne Campus, January to March

AFC Term 4 CBD - Applied Finance Centre, City Campus, September to December

Staff Contact(s): Applied finance and actuarial studies staff

(Admission to MAppFin or GradDipAppFin) and (AFCP801 or ECFS865Prerequisite Information


Unit Designation(s):
Assessed As: Graded
Offered By:

Department of Applied Finance and Actuarial Studies

Faculty of Business and Economics

Course structures, including unit offerings, are subject to change.
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