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Department of Statistical and Actuarial Sciences
Center of Actuarial Excellence (CAE)

Investment Portfolio Management

Financial Modelling 9523B

Description: This case based financial modelling course will develop the conceptual and practical framework for building a securities portfolio of stocks, bonds and derivatives. The process will start with the client (individual or institution), then develop an investment policy identifying the specific risk and return characteristics of the client. Building on the clients needs, we will develop risk return forecasts for various classes of securities. The final stage of the financial model will develop techniques to maximize the expected return for the investment portfolio for various levels of risk. A strong economics background is required for this course.

Term: B

Outlines of this course offered in past school years
Course Instructor(s) Outline Term School Year
FM9523B001 Harold Hugel PDF B 2015/2016
FM9523B001 Harold Hugel PDF B 2014/2015