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Portfolio Theory & Investment Analysis (BA138IU)

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Recent announcements

  • Mock Exam 2018 Dear All   The final exams with contain 30 MCQs and 6 short-ans questions (there will be 8 question you have to option to answer 6).   Please find the mock ...
    Posted 3 Jun 2018, 11:11 by Diep Ho
  • ANNOUNCEMENT: MID-TERM EXAM-portfolio-theory-investment-analysis Dear AllNotice that this is a 45mins exam with 30 MCQs.  Please bring pencil, rubber/eraser and calculator.  With the following rules:GENERAL INSTRUCTION(S):A.   This is semi ...
    Posted 29 Mar 2018, 22:28 by Diep Ho
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Recent Files

  • Mock Short-ans questions 2018.docx   0k - 3 Jun 2018, 11:08 by Diep Ho (v1)
  • Lecture 8.pptx   0k - 15 May 2018, 20:08 by Diep Ho (v1)
  • Portfolio_Assignment_IU_2018.pdf   0k - 1 May 2018, 20:25 by Diep Ho (v1)
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COURSE DETAILS:

Lecturer(s):  Dr. Ho, Diep, PhD [email protected]

Teaching Assistant: Mr Tran Duy Khiem

Course Aims:
Portfolio Theory and Investment Analysis aims to familiarize students with conceptual foundations of modern portfolio theory and portfolio management strategies. It focuses on applying pricing models and other techniques in the valuation of securities, measuring the portfolio risk and determining portfolio performance, constructing optimal portfolios, and taking applied perspective on investment management for individual and institutional investors. The learning experience will include: an introduction to modern portfolio theory, passive and active portfolio management strategies, pricing models of financial instruments such as bonds and stocks; evaluation of portfolio risk and return compared to the benchmarks, Capital Asset Pricing Model (CAPM) and other issues in finance. 

Prerequisite course: 
Fundamentals of Financial Management – BA016IU
Financial Accounting – BA184IU

Units of Credit:
This course is worth 3 credits. 

Teaching times and Locations:
Lecture time: 13:00-16:00
Venue: A2.402

Attendance:
Regular and punctual attendance at lectures and seminars is expected in this course. University regulations indicate that if students attend less than eighty per cent of scheduled classes they may be refused final assessment. 

Assessment Details:
The final grade is computed as follows:

Mid-Term Exam (One Hour) 20%
Written Assignment 30%
Presentation 10%
Final Exam (Two Hours) 40%
Total 100%

Textbook: 
  1. Relley, F. K. and Brown, K. C. (2010), Investment Analysis and Portfolio Management, 10th edition, Thomson South-Western. (main textbook: RB)
  2. Bodie, Z., Kane, A., and Marcus, A.J. (2010) ,Investments, 9th edition, McGraw Hill. (reference book: BKM
Course outline:
Week Topics Textbook
    1        Investment Setting and Measuring Investment Return and Risk RB, Chapter 1
    2        2A – Asset Allocation and a Review of Portfolio Management Process
2B – Security Market Indicator Series
RB, Chapter 2&5
    3        Introduction to Portfolio Theory RB, Chapter 7,
    4        Introduction to Portfolio Theory (Cont.)
Introduction to Solver in conducting assignment of asset allocation
RB, Chapter 7&8 (pages 230-238)
    5        Asset Pricing Models: Capital Asset Pricing Model (CAPM) and Other Models RB, Chapter 8,
    6        Security Analysis and Stock Valuation Models RB, Chapter 11, 12,13&14(optional),
    7        Security Analysis and Stock Valuation Models (Cont.) RB, Chapter 11, 12,13&14(optional),
    8        Stock Portfolio Management Strategies RB, Chapter 16
    9        Portfolio Performance Evaluation RB, Chapter 25
   10        Capital Market Efficiency RB, Chapter 6, 
   11        Fundamental vs. Technical Analysis RB, Chapter 12,13,14 (review) &15, 
   12        Presentation  
   13        Review  

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Diep Ho,
13 Sep 2012, 09:18
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Diep Ho,
29 Nov 2012, 14:25
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Diep Ho,
29 Nov 2012, 14:25
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Diep Ho,
29 Nov 2012, 14:25
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Diep Ho,
29 Nov 2012, 14:26
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Diep Ho,
29 Nov 2012, 14:26
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Diep Ho,
29 Nov 2012, 14:29
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Diep Ho,
29 Nov 2012, 14:29
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Diep Ho,
29 Nov 2012, 14:26
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Diep Ho,
29 Nov 2012, 14:26
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Diep Ho,
29 Nov 2012, 15:11
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Diep Ho,
29 Nov 2012, 14:26
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Diep Ho,
4 Oct 2012, 23:01
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Diep Ho,
11 Oct 2012, 12:05
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Diep Ho,
19 Oct 2012, 01:09
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Diep Ho,
19 Oct 2012, 01:09
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