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Quantitative Techniques in Debt and Equity Investment Management - ACST872

This unit covers: analysis of accounting information in the context of investment and credit analysis; the Australian and global debt securities markets; fixed income, floating rate and asset backed securities; construction and management of portfolios of debt securities; yield curve analysis and modelling; credit risk measurement and management; the Australian and global equity securities markets; quantitative approaches to equity valuation; valuation theory and methodologies; use of accounting information in valuations; valuation of hybrid securities; equity portfolio management; behavioural finance; market anomalies; multi-factor models and application to equity portfolio management and stock selection; transaction costs; performance measurement and attribution; and asset allocation: theory and practice.

Credit Points: 4
When Offered:

TBD - Not offered in the current year; next offering is to be determined

Staff Contact(s): Actuarial staff

Permission by special approval Prerequisite Information


Unit Designation(s):



Assessed As: Graded
Offered By:

Department of Actuarial Studies and Business Analytics

Faculty of Business and Economics

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