Investment Analysis and Portfolio Management

Investments refer to any process used for generating future income. The assets include stocks, bonds, mutual funds, property, etc. This course will focus on the decision to invest in securities in the capital market. It begins with an overview of the investment environment and products, and then provides students with a solid foundation in modern portfolio theory and demonstrates its applications to portfolio management. This course provides knowledge and techniques for students to analyze, construct and evaluate investment and portfolio management.

The topics cover the investment background and environment, the investment theory including mean variance, Markowitz optimal risky portfolio, asset pricing models, valuation of securities, investment strategies, and assessing and controlling portfolio risk. Some of the market anomalies are also discussed in this course. This course points to critical thinking, analytical dan problem-solving skills in the context of portfolio construction and management. This course also consists of the measurement or evaluation of the performance of portfolios.

The students could accomplish this course in 45-50 minutes and were required to answer the quiz as the assessment of this course. Upon completion of this course, students will be able to understand the basic theory of portfolio management, as well as constructing and managing portfolios of assets.