Investment and Portfolio Analysis

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FIN 8050BEF

Course Guide
INVESTMENT AND PORTFOLIO ANALYSIS

FIN 8050BEF

Course Guide

INVESTMENT AND PORTFOLIO ANALYSIS

Course Start Date
Sum 2025
Course Level
Postgraduate
Length in Terms
1 term
Credits
6
Language
English
Fees ($) (including lab fees)
Future Terms
Quota and Schedule
Course Start Date
Course LevelLength in TermsCredits
Language
Fees ($) (including lab fees)
Future Terms
Sum 2025
Postgraduate1 term6
English

Course Coordinator:

Dr Ho Man, BSSc (CUHK); MSc (LBS); EMBA (Tsinghua); PhD (SUFE); CFA; Cert. in ESG Investing

Excluded Combinations

FIN 8014BED; FIN 8014BEF; FIN 8033BCD; FIN 8033BED; FIN 8033BCF; FIN 8033BEF

Aims

The course aims to explain the modern financial theories for investment and portfolio management. The course evaluates an analytical framework to value financial assets, and introduces the appropriate skills in choosing financial instruments for hedging portfolios and measuring portfolio performance.

Contents

The course covers the following topics:

  • Investment setting, capital markets and market efficiency
  • Modern portfolio theory and arbitrage pricing theory
  • Asset pricing models
  • Analysis of equity investments
  • Analysis of fixed income investments
  • Analysis and valuation of derivative securities
  • Application of ESG mandate to investment strategy
  • Managing portfolios: Constructing a portfolio and active portfolio management strategies
  • Managing portfolios: Passive portfolio management strategies and risk management
  • Portfolio performance evaluation
  • International diversification and contemporary issues

Contact hours

A total of 45 contact hours across one term, including 11 three-hour lectures and four three-hour tutorial classes.

Assessment

This course is solely based on continuous assessment. Distribution of the marks is: 10% for Class participation, 30% for Assignment 1, 40% for Assignment 2, and 20% for Compulsory Oral Presentation. Students are required to submit assignments via the Online Learning Environment (OLE).

Equipment

Students will need access to a personal computer with an Internet connection.

Set book(s)

Bodie, Z., Kane, A., & Marcus, A. J. (2024). Investments. (13th ed.). McGraw-Hill.