Programme And Module Handbook
Course Details in 2020/21 Session

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Module Title LM Portfolio Theory and Investment Analysis
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 07 02705
Module Lead Dr Ping Wang
Level Masters Level
Credits 10
Semester Semester 1
Restrictions Available to only students on the MSc Investments programme
Exclusions none

The module provides students with an understanding of the pricing and risks of financial securities, both individually and in portfolios. The international context of investment is also reflected in the module. The CAPM and APT are discussed as are various models for valuing options and futures. The use of options and futures in speculative activities and risk management will also be considered.

Learning Outcomes

By the end of the module the student will be able to:

  • critically analyse return and risk trade-off in financial markets;
  • critically apply portfolio theory to determine efficient frontiers;
  • critically evaluate the strengths and weaknesses of various pricing models;
  • critically analyse the various uses of derivatives.
Assessment 02705-01 : Class Test : Class Test (25%)
02705-02 : Examination : Exam (Centrally Timetabled) - Written Unseen (75%)
Assessment Methods & Exceptions Main assessment: Continuous assessment (20%), Group 3,000 word report (30%) & 1 hour exam (50%).
Re-assessment: MCQ (20%), 750 individiual assignment (30%) & 1 hour exam (50%) students only resit the failed components
Reading List