Course Description

Course Name

Advanced Investments Analysis

Session: VSOS3221

Hours & Credits

3 Credits

Prerequisites & Language Level

Taught In English

  • There is no language prerequisite for courses at this language level.

Overview

Course Description: 

The purpose of this course is to provide students with a detailed understanding of how security markets operate, how capital markets price securities, and how investors or investment managers combine assets into portfolios and set effective investment strategies. The main analyzing tools are mainly based on modern portfolio theories (MPT). This course will discuss how statistical and mathematical tools can be used effectively to analyze many aspects of portfolio management. This course will also investigate issues related to portfolio selection: Markowitz's full-information methods, index methods, and investment performance measurement, etc. Equilibrium asset pricing models such as the Capital Asset Pricing Model and the Arbitrage Pricing Theory and issues related to market efficiency will also be discussed.

*Course content subject to change