Portfolio Management and Investment Analysis

Time:2013-10-22 11:13:38 Clicks:

Course Title: Portfolio Management and Investment Analysis

Course Code:

Teaching Hours: 3 x 16 = 48

Course Overview

This subject will cover several aspects of modern/post modern portfolio theory. An introduction to mathematical optimization techniques in the presence of uncertainty will be covered and results from modern portfolio theory to the Capital Asset Pricing Model derived. We will also examine other popular models such as the Arbitrage Pricing Theory and Black-Litterman Model and conclude with some topical examples from industry. There is a degree of mathematical sophistication associated with this course and consequently students should be comfortable with a mathematical approach. However, the required mathematical tools will be covered in the course.