In an ever-changing financial world offering a wide variety of investment opportunities, investors and portfolio managers face the challenging task of identifying securities and allocating assets optimally to earn risk-adjusted returns. This module addresses such issues by covering various contemporary asset pricing and security valuation models as well as modern portfolio construction techniques. You’ll build on your knowledge of market and industry analysis and use real world securities market data to construct optimal portfolios and evaluate their performance through a range of performance evaluation methods. We’ll also look into current issues in the financial markets including responsible, ethical, and sustainable investing in order to prepare you with the knowledge that you need to take up a role in the in the investment industry.
Lecture 24, Seminar 8, PC Lab 16
Online test (45 minutes) worth 20%.
Group Presentation (15 minutes) worth 20%.
Individual Report (2500 words) worth 60%.
Reassessment Method: 100% Written Assessment (Individual Report - 2500 words)
On successfully completing the module, students will be able to:
Critically evaluate and apply knowledge of investment environment, alternative asset classes, and range of financial instruments to identify suitable investment opportunities.
Accurately apply alternative security valuation, asset pricing, and portfolio construction theories to accurately formulate diversified portfolios by considering risk-return relationships.
Manage already established portfolios using alternative active or passive portfolio management strategies to earn risk-adjusted and/or index-linked returns.
Critically evaluate portfolio performance using dynamic and contemporary models.
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