Finance (Portfolio Management) 301

Learning Outcomes

Upon completion of this course, students are expected to be able to understand and apply the concepts of mean variance analysis and Portfolio Theory to select an optimal investment portfolio; understand the theories and techniques of security analysis and apply these concepts to the selection and management of equity and fixed income security portfolios; understand and apply techniques for diversifying risk and managing portfolio risk; identify investment strategies and risk management strategies using derivative securities and be able to evaluate the performance of an investment portfolio.

Topics

This course covers the essential theories and their application to the practice of security analysis and portfolio management. Concepts discussed include mean-variance analysis, portfolio optimization, asset pricing theory, market efficiency, security analysis, fixed income portfolio management, portfolio risk management using derivatives and portfolio performance evaluation techniques. Students will also be provided with an awareness of the on-going developments, and controversies in this area of Finance.

Prerequisite : AC206 – Financial Management for Business