STRATEGIC INVESTMENT AND PORTFOLIO MANAGEMENT ANALYSIS (4 Credits)

Learning Outcomes:

On successful completion of this Course, students will be able to: Develop investment decision on individual financial assets based on fundamental/theoretical valuation; Develop portfolio of financial assets based on optimizing return versus risk criteria; Develop portfolio management and evaluation strategy and technique that would yield optimal return-risk payoff; Develop enhanced investment strategy based on principles/insights from studies in international diversification, hedging and behavioural finance.

Topics:

1. Foundational Concepts;
2. Portfolio Construction: Principles and Techniques;
3. Asset Pricing Model I: Capital Asset Pricing Model (CAPM);
4. Asset Pricing Model II: Multi-Index Model;
5. Optimal Portfolio;
6. Efficient Market Hypotheses (EMH);
7. Common Stock Valuation;
8. Interest Rate Theory and Pricing of Bonds;
9. Derivatives: Futures, Options and Swaps;
10. Portfolio Management and Evaluation;
11. Enrichment Activity: Practicum Portfolio Analysis Using MS Excel;
12. Enrichment Activity: Discussion Other Analysis Approach;
13. Enrichment Activity: GUEST LECTURE Portfolio Management In practice;
14. Enrichment Activity: Discussion Behavioural Finance;
15. Enrichment Activity: GUEST LECTURE Indonesia Capital Market: Business, Policy, Prospects and Challenges;
16. Enrichment Activity: Discussion International Investing.