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Investment Analysis and Portfolio Management syllabus

FIN 2128 units · 27 topicsAcademic year 2083/84
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Investment Analysis and Portfolio Management

8 units

1. Investment Setting (3 LHs)

  1. Investment Return and Risk
  2. Required Rates of Return
  3. Risk-return Relationship

2. Asset Allocation Decision (3 LHs)

  1. Individual Investor Life Cycle
  2. Portfolio Management Process
  3. Investment Policy Statement
  4. Importance of Asset Allocation

3. Portfolio Theory and Asset Pricing Models (10 LHs)

  1. Portfolio Theory and Risk Aversion
  2. Markowitz Portfolio Theory
  3. Capital Market Theory and CML
  4. Capital Asset Pricing Model
  5. Multifactor Models and Arbitrage Pricing Theory

4. Fundamental Analysis (10 LHs)

  1. Valuation Principles and Approaches
  2. Market and Industry Analysis
  3. Company Analysis and Stock Valuation

5. Technical Analysis (5 LHs)

  1. Concept, Assumptions, Advantages, and Challenges
  2. Technical Trading Rules and Indicators

6. Equity Portfolio Management Strategies (4 LHs)

  1. Passive and Active Management
  2. Value and Growth Investing
  3. Asset Allocation Strategies

7. Bond Analysis and Portfolio Management Strategies (9 LHs)

  1. Bond Valuation and Future Prices
  2. Spot and Forward Rates
  3. Term Structure and Bond Price Volatility
  4. Passive and Active Bond Portfolio Strategies

8. Portfolio Performance Evaluation (4 LHs)

  1. Portfolio Performance Attributes and Measures
  2. Bond Portfolio Evaluation
  3. Investment Performance Reporting