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ACST872 Quantitative Techniques in Debt and Equity Investment Management

Lecturer in charge

Mr Tim Kyng

Availability

E1 - Evening; Offered in the first half-year
X1 - External study; Offered in the first half-year

Unit Outline
  • 2009 - Semester 1

Websites

Handbook Entry

Coursework unit website - Online learning @ MQ (Login required) 

Description

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; valuations 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; asset allocation: theory and practice.