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 |
| Prerequisites: |
Permission by special approval |
| Corequisites: | |
| NCCW(s): | |
| 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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