Investment and Portfolio Analysis
This course is to equip students with strong knowledge of the modern theory of portfolio management and its applications. The major topics to be covered are:
1. The institutional environment of investment, the financial products available and how they are traded;
2. Models used in pricing these products: fixed income, equity, and derivative securities;
3. How to design an optimal portfolio of many assets and the trade-off between risk and return.
- Understand how financial markets function;
- Value financial assets using finance models;
- Design an optimal portfolio of financial assets.