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Module Title
LM Portfolio Theory and Investment Analysis
School
Birmingham 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)
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%)