Brief Course Description
1. Course Title:
Portfolio Management
2. Language of Instruction:
English
3. Course Code:
FIN505058
4. Credits:
3
5. Course Objectives:
This course aims to (i) provide students with in-depth knowledge of the processes and methods for constructing and managing investment portfolios; (ii) apply theoretical knowledge to practical scenarios, preparing learners for future careers in investment funds, brokerage firms, banks, and other financial institutions.
6. Brief Description of Course Content:
This course covers the fundamentals of portfolio management, providing students with in-depth knowledge of key concepts, including: (i) risk and portfolio return; (ii) the investment process, encompassing optimal capital allocation and risk asset allocation; (iii) index models, the Capital Asset Pricing Model (CAPM), and arbitrage theory; and (iv) portfolio performance evaluation. The other part of the course focuses on practical portfolio management. Students will apply their knowledge to analyze and practice capital allocation and portfolio management for equity and fixed-income securities. Additionally, they will gain insights into active portfolio management strategies, as well as the investment policies and framework of the CFA Institute.