Option (Finance minor)
5
6 ECTS
Spring
None
EC425
TBA
2016
Random behaviour of asset prices, correlations and correlated random variables
Portfolio theory and the mean/variance optimisation
Passive vs. active investing
Empirical evidence on active investing performance
Active investing strategies
Portfolios of stocks, bonds and derivatives
Portfolio risk management
| Type | Number per Term | Duration | Total Time |
|---|---|---|---|
|
Lectures |
15 | 1.5 | 22.5 |
|
Workshops |
5 | 1.5 | 7.5 |
|
Seminars |
5 | 1.5 | 7.5 |
| Tutorials | 5 | 1.5 | 7.5 |
|
Total Contact Hours |
45.0 | ||
|
Total Guided/Independent Learning Hours |
105.0 | ||
| Total Engagement Hours | 150.0 | ||
| Type | Number Required | Duration / Length | Weighting | Timing / Submission Deadline |
|---|---|---|---|---|
|
Exam |
1 |
3 hours |
50% |
Week 17 |
|
Mid-semester test |
1 |
2 hours |
20% |
Week 8 |
|
Group investment analysis / report and presentation |
1 |
2000 words 20 minutes |
20% 10% |
Week 15 |
Intended Learning Outcomes:
Critical understanding of risk diversification
Understanding of portfolio theory and mean-variance optimisation
Understanding pricing of systematic and idiosyncratic risks
Understanding of investment strategies involving stocks, bonds and derivatives
Critically evaluate portfolio’s risk exposure and return
Teaching and Learning Strategy:
Lectures on module material (ILO: 1-5)
Research/investigation assignments for self-study engagement (ILO: 1, 4, 5)
In-class exercises (ILO: 2)
Assessment Strategy:
Written Exams (ILO: 1-5)
Group Report (ILO: 1-5)
Practical Skills:
Interpret market data from a variety of sources
Evaluate investment reports
Apply portfolio management and risk mitigation tools in other areas
Teaching and Learning Strategy:
Lectures on module material (PS: 1-3)
In-class exercises (PS: 1-3)
Assessment Strategy:
Written Exams (PS: 1,2)
Group Report (PS: 1-3)
Transferable Skills:
Problem-solving skills
Presentation skills
Ability to work as part of a team
Communication skills: written and oral
Teaching and Learning Strategy:
Class Exercises (TS: 1-4)
Group Report (TS: 1-4)
Assessment Strategy:
Group Report assignment (TS: 2-4)
Written examination (TS: 1,3,4)
Set text
Supplementary Materials
Brown, K., Reilly, F., (2015), Analysis of Investments and Management of Portfolios, Cengage Learning
Bodie, Z. et al., (2011), Investments and Portfolio Management, 11th Edition, McGraw Hill
Johnson, R., (2014), Equity Markets and Portfolio Analysis, John Wiley & Sons
Kent baker, H., Filbeck, G., (Eds) (2013), Portfolio Theory & Management, OUP USA
Obstfeld, M., Taylor, A., (2005), Global Capital Markets: Crisis and Growth, Cambridge University Press
Pachamanova, D. A. & Fabozzi, F. J. (2016) Portfolio Construction and Analytics, Wiley
Institutional Investors Journals (2017), The journal of Portfolio Management, http://www.iijournals.com/toc/jpm/current
Please note
This specification provides a concise summary of the main features of the module and the learning outcomes that a typical student might reasonably be expected to achieve and demonstrate if he/she takes full advantage of the learning opportunities that are provided.
More detailed information on the learning outcomes, content and teaching, learning and assessment methods of each module and programme can be found in the departmental or programme handbook.
The accuracy of the information contained in this document is reviewed annually by the University of Buckingham and may be checked by the Quality Assurance Agency.
Date of Production : January 2017
Date approved by School Learning and Teaching Committee:
Date approved by School Board of Study :
Date approved by University Learning and Teaching Committee:
Date of Annual Review:
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