1. Introduction

The module is intended to provide students with insight and exposure into some of the general topics in Advanced Portfolio Management and broad themes in capital market research. The module builds on an understanding of basic and advanced concepts in Portfolio management and relies on extensive reading from relevant literature on classical/recent trends in investment management.The module will set the foundations for further in-depth study of various areas of interest for research studies in finance.

2. Course Pre-requisites

• Intermediate MS Excel skills
• Basic probability and statistics
• Familiarity with fixed income instruments and concepts
• Familiarity with equity valuation concepts

3. Aims and Objectives/ Learning Outcomes

On successful completion of this module, you are expected to:

1. Gain some knowledge of the main themes of investment management.
2. Become aware of the practical implications of advance portfolio management concepts and possible research avenues.
3. Gain an insight into the classical and recent relevant published literature.
4. Become aware of the relevant empirical finance research.
5. Become familiar with the key research methods used in the finance literature.

4. Text Book

Investment Analysis and Portfolio Management By Frank K. Reilly & Keith C. Brown, 10th edition

5. Teaching Methodology

1. Lecture for disseminating key concepts
2. Discussion on practical issues
3. Assignments and Presentations/Projects

6. Assessment/Evaluation