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Module Title LM Portfolio Theory and Investment Analysis
SchoolBirmingham Business School
Department Birmingham Business School
Module Code 07 29868
Module Lead Dr. Ping Wang
Level Masters Level
Credits 10
Semester Semester 1
Pre-requisites
Co-requisites
Restrictions Only available to students on MSc Investments (Singapore)
Contact Hours
Exclusions
Description 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 students should be able to:
  • critically analyse return and risk trade-off in financial markets
  • critically apply portfolio theory to determine efficient frontiers
  • discuss the strengths and weaknesses of various pricing models
  • critically analyse the various uses of derivatives
Assessment 29868-01 : 2 Hour Examination : Exam (Centrally Timetabled) - Written Unseen (75%)
29868-02 : 1 Hour Test : Class Test (25%)
Assessment Methods & Exceptions Assessments: 1-hour Test (25%) and a 2-hour Examination (75%)

Reassessment: a 2-hour Examination (100%)
Other
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