Skip to Content

Risk and Portfolio Construction - ECFS871

This unit deals with the key issues relating to the building of institutional portfolios. Students will learn how to identify, measure and control various risks within a portfolio. Building on this knowledge the unit examines practical and theoretical aspects in the application of Modern Portfolio Theory (MPT) to the real world. Several extensions of MPT and alternative portfolio construction approaches are also examined.
Emphasis is placed on the impact that errors in inputs and incorrect assumptions have on portfolio outcomes. Teaching uses a mixture of lectures and hands-on spreadsheets to illustrate the ideas.

Credit Points: 2
When Offered:

AFC Term 3 City - Applied Finance Centre, City Campus, June to September

Staff Contact(s): Mr Anthony Corr

(Admission to MAppFin or MAppFin(Adv) or GradDipAppFin or GradCertPost-MAppFin) 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.
Need help? Ask us.