CO5231 - Advanced Investment and Portfolio Analysis

Investment and Portfolio Analysis develops a conceptual framework for analysis of portfolios: the dynamic selection of securities and management of funds. The subject covers a range of investment vehicles and financial models in the areas of investment analysis, portfolio theory, investment style, and the use of derivatives as an investment and risk management tool and introduces techniques to evaluate past investment performance.

Learning Outcomes

• analyse the concepts of diversification, mean variance analysis and portfolio theory in selecting an optimal investment portfolio;
• evaluate the theories and techniques of security analysis and apply these concepts to the selection and management of equity and fixed income security portfolio;
• translate investor behaviour and differentiate between fundamental and technical analysis to construct customised investment portfolios;
• investigate and apply the appropriate derivative instrument to create investment and risk management strategies and recommendations;
• critically evaluate the market efficiency hypothesis and various asset pricing models for effective application to a range of financial advice scenarios.

Subject Assessment

• Written > Examination - In class - (50%) - Individual
• Written > Test/Quiz 1 - (20%) - Individual
• Participation > Class participation - (30%) - Individual.

Note: Minor variations might occur due to the continuous Subject quality improvement process, and in case of minor variation(s) in assessment details, the Subject Outline represents the latest official information.