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Investment and Portfolio Management

Module code: ACFI 3307

Module description

The purpose of this module is to introduce students to the modern theories and techniques used in portfolio management. Using the key theoretical viewpoint of efficient market hypothesis, students are introduced to the topics of portfolio construction and optimisation, equilibrium asset pricing models such as the capital asset pricing model and the arbitrage pricing theory. Consideration is also placed on alternative portfolio management and asset rotation strategies.

Finally, this module also considers the alternative portfolio performance evaluation methodologies and the construction and risk measurement of fixed-income securities' portfolios.

Students are invited to research and developed their own efficient and optimum trading strategy using real market data using the Bloomberg system.

Contact hours per student per year

  • Lectures: 22 hours
  • Tutorials: 22 hours


  • Individual report: 40%
  • Final exam: 60%

Additional costs: #DMUGlobal (not compulsary) and the purchase of books

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