Portfolio Analysis and Management

Cod y Modiwl: ABM1620
Teitl y Modiwl: Portfolio Analysis and Management
Blwyddyn Academaidd: 2027/2028
Semester: Semester 2
Cyd-gysylltydd y Modiwl: Dr Aloysius Igboekwu
Rhestr Ddarllen: Gweld ar Aspire
Staff Eraill sy'n Cyfrannu: Dr Aloysius Igboekwu; Professor Homagni Choudhury

Dulliau Asesu

Math o Asesiad	Manylion Asesiad	Cyfran
Asesiad Semester	Written essay or individual project on Refinitiv Workspace o: (3,000 words)	30%
Arholiad Semester	3 Awr	70%
Asesiad Ailsefyll	Written essay or individual project on Refinitiv or similar : Students must take elements of assessment equivalent to those that led to failure of the module.	30%
Arholiad Ailsefyll	3 Awr Students must take elements of assessment equivalent to those that led to failure of the module.	70%

Canlyniadau Dysgu

Wedi cwblhau'r modiwl dylai'r myfyrwyr fedru:

1. Explain the uses and limitations of portfolio theory in constructing an investment portfolio that delivers an investor’s preferred combination of expected return and risk.
2. Explain the distinction between passive and active investment styles, and evaluate practical tools for portfolio optimization available to the active investor or fund manager.
3. Attribute investment performance to components deriving from asset allocation, security selection and market timing, and explain the use of style analysis to identify a fund’s investment style.
4. Critically evaluate technical analysis as a practical tool for guiding the implementation of an investment strategy.
5. Critically evaluate behavioural finance explanations of financial market phenomena based on assumptions that some agents act in a manner that departs from the axioms of rational behaviour.

Disgrifiad cryno

This course examines the principles and practice of portfolio management, from the perspective of both the individual investor, and the professional fund manager employed by an institutional investor, such as a mutual fund, pension fund, or hedge fund. A core theme running through the module is that investment decisions are taken in a context where higher returns can only be earned at a cost of accepting greater risk; and willingness to tolerate risk is a key determinant of the optimal investment strategy.

Cynnwys

• Financial decision making, financial instruments, risk and return
• Security valuation principles, practices and investment companies
• Financial markets and benchmarks
• Optimal portfolio selection
• Passive and active portfolio management
• The evaluation of portfolio performance
• Trading rules based on technical analysis
• Behavioural finance approaches to investor behaviour
• Behavioural finance investment and trading strategies

Sgiliau Modiwl

Math o Sgiliau	Manylion Sgiliau
Cyfathrebu	Written via essays. Verbal via participation in seminars.
Datrys Problemau	Identify the nature of the problem, and select an appropriate solution.
Gwaith Tim	Seminar collaboration and participation.
Gwella dysgu a pherfformiad ei hun	Private study and time keeping.
Rhifedd	Use of and manipulation of quantitative data.
Sgiliau pwnc penodol	By following and participating fully in the module via attendance at lectures and seminars and reading the material set in the syllabus as well as reading around the subject matter.
Sgiliau ymchwil	Use of internet and web material as well as general use of the library.
Technoleg Gwybodaeth	Use of the Refinitiv Workspace.Use of internet and social media to access relevant financial market information.

Nodau

Mae'r modiwl hwn yn cydymffurfio a FfCChC Lefel 7