MFIN6206 Quantitative Analysis of Investment and Funds Management

6 Units of Credit
Banking & Finance

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The course covers advanced techniques of modern funds management. Topics include Applying Arbitrage Pricing Theory (APT) using observable or non-observable factors. Tactical Asset Allocation (TAA) and the use of futures for TAA. Forming portfolios relative to a benchmark and controlling the tracking error over time. Strategic asset allocation and asset mix management. Disciplined stock selection and methods successful in ranking stocks, international investment and foreign exchange risk, along with portfolio insurance