This unit is designed to provide a comprehensive analytical approach to the modern theory of investments. Topics covered include: mean-variance analysis; Markowitz type portfolio analysis; portfolio construction; asset pricing theories; market efficiency and anomalies; hedge funds and investment fund performance evaluation. Although analytical aspects of investments theory are stressed, there is also an equal amount of coverage on the practical aspects of portfolio management. Current research on investments is emphasised in the course.
Unit details and rules
Introductory statistics, calculus and microeconomics
|Available to study abroad and exchange students
|Guanglian Hu, firstname.lastname@example.org