Investment and Portfolio Management

FIN B850F

Course Guide

FIN B850F

Course Guide

Investment and Portfolio Management

Course Start Date

N/A

Course Level

N/A

Length in Terms

N/A

Credits

N/A

Language

N/A

Fees ($) (including lab fees)

N/A

Future Terms

Quota and Schedule

Course Start Date	Course Level	Length in Terms	Credits	Language	Fees ($) (including lab fees)	Future Terms
N/A	N/A	N/A	N/A	N/A	N/A

Quota and Schedule

Course Coordinator:

Dr Francis Lau, BEcon, MFin (HKU); PhD (HKBU); CFA; FRM

Excluded Combinations

FIN B850

Courses Not Allowed to be Taken Again

FIN B850

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, 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 54 hours across one term, including 14 three-hour lectures and four three-hour tutorials.

Assessment

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.

Equipment

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

Set book(s)

Investments 13th edn, By Zvi Bodie, Alex Kane, Alan J. Marcus (Published: Jan 2023).

Course Coordinator: To be announced

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, 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 54 hours across one term, including 14 three-hour lectures and four three-hour tutorials.

Assessment
The continuous assessment portion of the course accounts for 100% of the total course score. It consists of two written assignments (70%), class participation (10%), and one compulsory oral presentation (20%). Students are required to submit written assignments via the Online Learning Environment (OLE).

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

Set book(s)
Investments 13th edn, By Zvi Bodie, Alex Kane, Alan J. Marcus (Published: Jan 2023).