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BU5526: PORTFOLIO ANALYSIS (2018-2019)

Last modified: 22 May 2019 17:07


Course Overview

This course examines theories and issues relevant to portfolio analysis. Themes include: risk and return; investment motives; the application of modern portfolio theory (including the Capital Asset Pricing Model); information and market efficiency; portfolio analysis and asset pricing; bonds and equities; real estate and derivative markets.

Course Details

Study Type Postgraduate Level 5
Session Second Sub Session Credit Points 15 credits (7.5 ECTS credits)
Campus None. Sustained Study No
Co-ordinators
  • Dr Anh Nguyen

What courses & programmes must have been taken before this course?

  • One of MSc (Econ) in Finance and Investment Management (Studied) or Msc (Econ) In Finance & Investment Management (Ueh Vietnam) (Studied) or Master Of Science In International Finance (Studied) or MSc (Econ) in Finance and Investment Management (Includes Cfa Exam) (Studied) or Master Of Science In International Finance (Includes Cfa Exam) (Studied) or MSc Finance and Real Estate (Includes Cfa Exam) (Studied) or MSc Finance and Real Estate (Studied) or MSc (Econ) in Accounting and Finance (Studied) or Master Of Science In Financial Mathematics (Studied)
  • Any Postgraduate Programme (Studied)

What other courses must be taken with this course?

None.

What courses cannot be taken with this course?

None.

Are there a limited number of places available?

No

Course Description

This course examines theories and issues relevant to portfolio analysis. Themes include: risk and return; investment motives; the application of modern portfolio theory (including the Capital Asset Pricing Model); information and market efficiency; portfolio analysis and asset pricing; bonds and equities; real estate and derivative markets.

Degree Programmes for which this Course is Prescribed

  • MSc (Econ) in Accounting and Finance
  • MSc (Econ) in Finance and Investment Management
  • MSc (Econ) in Finance and Investment Management (Includes Cfa Exam)
  • MSc Finance and Real Estate
  • MSc Finance and Real Estate (Includes Cfa Exam)
  • Master Of Science In Financial Mathematics
  • Master Of Science In International Finance
  • Master Of Science In International Finance (Includes Cfa Exam)
  • Msc (Econ) In Finance & Investment Management (Ueh Vietnam)
  • Non-Graduating Pgt Student In Science 2nd Half-Session

Contact Teaching Time

34 hours

This is the total time spent in lectures, tutorials and other class teaching.

Teaching Breakdown

  • 1 Lecture during University weeks 25 - 32
  • 1 Seminar during University weeks 26, 28, 30, 32
  • 1 Tutorial during University weeks 25, 27, 29, 31

More Information about Week Numbers


Summative Assessments

 

 Multiple choice class test (30%); 2hr written examination in May diet (70%).

 

Resit: 100% by 2hr examination.

Formative Assessment

There are no assessments for this course.

Feedback

None.

Course Learning Outcomes

None.

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