Unit name | Portfolio Management |
---|---|
Unit code | EFIM30021 |
Credit points | 10 |
Level of study | H/6 |
Teaching block(s) |
Teaching Block 2 (weeks 13 - 24) |
Unit director | Dr. Friederich |
Open unit status | Not open |
Pre-requisites |
Corporate Finance (EFIM20006) |
Co-requisites |
Financial Markets (EFIM30019) |
School/department | School of Accounting and Finance - Business School |
Faculty | Faculty of Social Sciences and Law |
We will discuss the construction, implementation and evaluation of investment portfolios. An important feature of this topic is that the insights and results we will derive are applicable on any scale. That is, they are equally valid from the perspective of a private investor or that of a multi-billion pound pension or hedge fund manager.
In the light of theoretical and empirical results in asset pricing, we will:
On successful completion of this unit a student will be able to:
Understand models of performance decomposition – that is, how to identify the specific sources of performance of a large and diversified investment portfolio.
10 hours of lectures, 5 fortnightly tutorials.
Formative: One, mostly numerical, assignment
Summative: 100% 1.5 Hour exam
All learning objectives are assessed by both summative and formative assessment
Bodie, Kane and Marcus, Investments and Portfolio Management, McGraw-Hill, 10/e