Announcements:
Recent announcements
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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
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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
COURSE DETAILS:
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:
- Relley, F. K. and Brown, K. C. (2010), Investment Analysis and Portfolio Management, 10th edition, Thomson South-Western. (main textbook: RB)
- 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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 Updating... Ċ Diep Ho, 13 Sept 2012, 09:18 Ċ Diep Ho, 29 Nov 2012, 14:25 Ċ Diep Ho, 29 Nov 2012, 14:25 Ċ Diep Ho, 29 Nov 2012, 14:25 Ċ Diep Ho, 29 Nov 2012, 14:26 Ċ Diep Ho, 29 Nov 2012, 14:26 Ċ Diep Ho, 29 Nov 2012, 14:29 Ċ Diep Ho, 29 Nov 2012, 14:29 Ċ Diep Ho, 29 Nov 2012, 14:26 Ċ Diep Ho, 29 Nov 2012, 14:26 Ċ Diep Ho, 29 Nov 2012, 15:11 Ċ Diep Ho, 29 Nov 2012, 14:26 ĉ Diep Ho, 4 Oct 2012, 23:01 Ĉ Diep Ho, 11 Oct 2012, 12:05 ĉ Diep Ho, 19 Oct 2012, 01:09 ĉ Diep Ho, 19 Oct 2012, 01:09
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