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AC.F602: Advanced Investment Management

Department: Accounting and Finance NCF Level: FHEQ/QCF/NQF7//RQF7
Study Level: Postgraduate (Masters level) Credit Points: 15
Start Date: 14-01-2019 End Date: 05-04-2019
Available for Online Enrolment?: N Enrolment Restriction: Fully available to all students
Module Convenor: Dr Y Yao

Syllabus Rules and Pre-requisites

Curriculum Design: Outline Syllabus

  • This course is designed to introduce students to the core concepts in portfolio theory and various techniques in portfolio construction, management, hedging and performance evaluation. Some recent development in the theory is also discussed. The topics cover equity portfolios, bond portfolios, and international investment.


  • 75% Exam
  • 25% Coursework

Educational Aims: Subject Specific: Knowledge, Understanding and Skills

  • Students should be able to:

    •  understand the range of literature on portfolio theory
    • use various techniques to form an optimal portfolio from an asset basis
    • manage an equity portfolio, bond portfolio, and international portfolio

Learning Outcomes: Subject Specific: Knowledge, Understanding and Skills

  • Ability to complete:

    - studies of portfolio returns

    - studies of CAPM and returns (inc. critiques)

    - "Anomalous" portfolio returns

    -  cumulative abnormal returns and event studies

    -  arbitrage pricing theory, Fama French and other factor models

    -  implications of asset pricing theory for factor returns

    -  factor and style rotation by portfolio managers

    -  practical aspects of portfolio management

    -  hedge fund returns

Contact Information

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