Course Syllabus
FIN4240 Security Analysis and Portfolio Management
PDF
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Code
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FIN4240
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Title
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Security Analysis and Portfolio Management
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Credits
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3
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Objectives
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To examine the determinants and behavior of asset prices, to provide financial theory and the analytical tools needed to make good investment decisions, and to model the relationship between risk and return, optimal portfolio selection, asset pricing models, market efficiency, portfolio performance evaluation, and the theory of active portfolio management.
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Outcomes
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At the end of this course students should be able to:
1. Describe the steps of the portfolio management process.
2. Make investment policy recommendations, including the determination of an optimal asset
allocation.
3. Analyze and evaluate the performance of an investment manager.
4. Analyze bond portfolio management strategies.
5. Explain the concept of market efficiency.
6. Explain how asset prices should be determined according to some of the main financial
theories.
7. Explain how derivatives products can be used in portfolio management.
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Assessment
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60 % -first and second assessments
40 % -final assessment