Description

This module covers basic techniques of valuation and management of securities in a portfolio context. Global and local equity market features will be incorporated to add depth to the module. For portfolio management, concepts of risk and return are analyzed. The concept of portfolio diversification and the construction of optimal portfolios such as mean-variance efficient portfolios are studied. The syllabus extends to the consideration of diversification and investments where currency risks and interest rate risks need to be evaluated.

Program

Master of Science (MSc)

Objectives

• • Use options and futures contracts for tactical portfolio strategies and portfolio risk management purposes • Determine the performance of a portfolio using simple and multistage performance measures. • Use and analyze advanced bond portfolio management techniques. • Discuss, analyze and apply advanced portfolio management strategies to a virtual portfolio