FINS5542 Applied Funds Management - 2025
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FINS5542 Applied Funds Management - 2025
General Course Information
Course Code : FINS5542
Year : 2025
Term : Term 3
Course Details & Outcomes
Course Description
This is a laboratory and theoretical based course that develops fundamental concepts of asset valuation in a world with time varying risk, in order to construct and manage an investment portfolio. The course focuses on the recent advances in quantitative finance including risk modelling, forecasting, portfolio construction and evaluation. The aim is to provide students with a practitioner-orientated view of asset management where concern is based on generating superior returns. Topics focus primarily on empirical and practical tools required to actively manage an investment over time.
Course Aims
This subject provides an introduction to quantitative investment management with a strong emphasis upon computation. Modern quantitative techniques are employed that are used extensively in an applied context. Measuring, modelling and forecasting key financial parameters are essential elements in the delivery of the course, which are important for successful management of investment portfolios, including equity and hedge fund portfolios. Students are expected to develop their quantitative skills using modern statistical software such as Ox and STATA. The course builds on the finance concepts learnt in introductory investments with stronger emphasis on computing.
Relationship to Other Courses
This subject provides an introduction to quantitative investment management with a strong emphasis upon computation. Modern quantitative techniques are employed that are used extensively in an applied context. Measuring, modelling and forecasting key financial parameters are essential elements in the delivery of the course, which are important for successful management of investment portfolios, including equity and hedge fund portfolios. Students are expected to develop their quantitative skills using modern statistical software such as Ox and STATA. The course builds on the finance concepts learnt in introductory investments with stronger emphasis on computing. FINS5513 or equivalent is the pre- or co- requisite.
Course Learning Outcomes
|
Course Learning Outcomes |
Program learning outcomes |
|
CLO1 : Explain standard approaches to quantitative analysis in investments. |
• PLO1 : Business Knowledge • PLO3 : Business Communication |
|
CLO2 : Use quantitative methods in investment with computing skills in matrix programming and statistical software. |
• PLO2 : Problem Solving |
|
CLO3 : Evaluate methods of quantitative analysis. |
• PLO1 : Business Knowledge • PLO2 : Problem Solving • PLO3 : Business Communication |
|
CLO4 : Construct written work in time varying risk and portfolio management which is logically and professionally presented. |
• PLO1 : Business Knowledge • PLO2 : Problem Solving • PLO3 : Business Communication |
|
CLO5 : Communicate time varying risk and portfolio management ideas in a succinct and clear manner. |
• PLO1 : Business Knowledge • PLO2 : Problem Solving • PLO3 : Business Communication |
|
CLO6 : Work collaboratively to complete a group assignment. |
• PLO2 : Problem Solving • PLO3 : Business Communication • PLO4 : Teamwork |
|
Course Learning Outcomes |
Assessment Item |
|
CLO1 : Explain standard approaches to quantitative analysis in investments. |
• Individual Assignment 1 • Individual Assignment 2 • Group Assignment |
|
CLO2 : Use quantitative methods in investment with computing skills in matrix programming and statistical software. |
• Individual Assignment 1 • Individual Assignment 2 • Group Assignment |
|
CLO3 : Evaluate methods of quantitative analysis. |
• Individual Assignment 1 • Individual Assignment 2 • Group Assignment |
|
CLO4 : Construct written work in time varying risk and portfolio management which is logically and professionally presented. |
• Individual Assignment 1 • Individual Assignment 2 • Group Assignment |
|
CLO5 : Communicate time varying risk and portfolio management ideas in a succinct and clear manner. |
• Individual Assignment 1 • Individual Assignment 2 • Group Assignment |
|
CLO6 : Work collaboratively to complete a group assignment. |
• Group Assignment |
2025-09-29