University of Technology Sydney

37008 Quantitative Portfolio Analysis

8cp; 3hpw (seminars, on campus), online learning
Requisite(s): 24 credit points of completed study in spk(s): STM91543 Core Subjects (Mathematics)
These requisites may not apply to students in certain courses. See access conditions.
Anti-requisite(s): 25876 Quantitative Portfolio Analysis



Designed for specifically for quantitative finance students, this subject provides a rigorous understanding of portfolio management using quantitative tools. The subject presents advanced techniques and applications in quantitative investment including portfolio construction, portfolio implementation, factor models and performance measurement. The subject also considers implementation issues on portfolio construction, backtesting and statistical estimation. The subject combines rigorous treatment of the theoretical concepts with extensive practical problems in quantitative portfolio analysis.

Detailed subject description.

Access conditions

Note: The requisite information presented in this subject description covers only academic requisites. Full details of all enforced rules, covering both academic and admission requisites, are available at access conditions and My Student Admin.