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DEGREE REGULATIONS & PROGRAMMES OF STUDY 2013/2014
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DRPS : Course Catalogue : Business School : Common Courses (Management School)

Postgraduate Course: Investment Theory (CMSE11149)

Course Outline
SchoolBusiness School CollegeCollege of Humanities and Social Science
Course typeStandard AvailabilityAvailable to all students
Credit level (Normal year taken)SCQF Level 11 (Postgraduate) Credits15
Home subject areaCommon Courses (Management School) Other subject areaNone
Course website None Taught in Gaelic?No
Course descriptionThe course is made up of 3 main parts. The first part (Lectures 1 and 2) introduces the basics of investment decisions and equips students with mathematical tools and concepts that are indispensible when making investment decisions. The second part (Lectures 3 to 8) deals with the modern portfolio theory. The third part (Lectures 9 and 10) focuses on portfolio evaluation and management.

The main objective of the course is to teach students the topics that will help them make intelligent investment decisions in the future. The course also aims to give students a hands-on experience in constructing and managing their own portfolios.
Entry Requirements (not applicable to Visiting Students)
Pre-requisites Co-requisites
Prohibited Combinations Other requirements For Business School PG students only, or by special permission of the School. Please contact the course secretary.
Additional Costs None
Information for Visiting Students
Pre-requisitesBusiness School Postgraduate Students Only
Displayed in Visiting Students Prospectus?No
Course Delivery Information
Delivery period: 2013/14 Semester 1, Available to all students (SV1) Learn enabled:  Yes Quota:  None
Web Timetable Web Timetable
Course Start Date 16/09/2013
Breakdown of Learning and Teaching activities (Further Info) Total Hours: 150 ( Lecture Hours 20, Seminar/Tutorial Hours 8, Summative Assessment Hours 2, Programme Level Learning and Teaching Hours 3, Directed Learning and Independent Learning Hours 117 )
Additional Notes
Breakdown of Assessment Methods (Further Info) Written Exam 70 %, Coursework 30 %, Practical Exam 0 %
Exam Information
Exam Diet Paper Name Hours & Minutes
Main Exam Diet S1 (December)Investment Theory2:00
Summary of Intended Learning Outcomes
Knowledge and Understanding:

Building Block Skills
* Understanding the choice between consumption and investment
* Calculating mean, variance, and correlation of random variables
* Taking derivatives of functions and solving first order conditions

Advanced Topics
* Mean-variance portfolio theory
* Capital Asset Pricing Model
* Arbitrage Pricing Theory
* Portfolio performance measurement
* Passive and active portfolio management

Intellectual Skills and Personal Development:

Cognitive Skills:
On completion of the course students should have demonstrated that they are able to:
* Think in an analytical way
* Reason in an abstract way

Key Skills:
On completion of the course students should be able to:
* Employ mathematical tools and concepts when making investment decisions.
* Use the ideas from modern portfolio theory and equilibrium pricing models, and techniques of portfolio evaluation and management in order to make intelligent investment decisions.
Assessment Information
There is a group assignment which counts for 30% of the total marks and a final two hour examination which counts for 70% of the total marks.
Special Arrangements
None
Additional Information
Academic description Not entered
Syllabus Not entered
Transferable skills Not entered
Reading list Not entered
Study Abroad Not entered
Study Pattern Not entered
KeywordsIT
Contacts
Course organiserMr Ismail Gucbilmez
Tel: (0131 6)50 3016
Email: U.Gucbilmez@ed.ac.uk
Course secretaryMr Stephen Graham
Tel: (0131 6)50 8071
Email: Stephen.Graham@ed.ac.uk
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