Postgraduate Course: Investment Theory (CMSE11149)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Course type | Standard |
Availability | Available to all students |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Credits | 15 |
| Home subject area | Common Courses (Management School) |
Other subject area | None |
| Course website |
None |
Taught in Gaelic? | No |
| Course description | The 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.
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Entry Requirements (not applicable to Visiting Students)
| Pre-requisites |
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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-requisites | Business School Postgraduate Students Only |
| Displayed in Visiting Students Prospectus? | No |
Course Delivery Information
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| Delivery period: 2013/14 Semester 1, Available to all students (SV1)
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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 )
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| Additional Notes |
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| Breakdown of Assessment Methods (Further Info) |
Written Exam
70 %,
Coursework
30 %,
Practical Exam
0 %
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| Exam Information |
| Exam Diet |
Paper Name |
Hours:Minutes |
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| Main Exam Diet S1 (December) | Investment Theory | 2:00 | | |
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.
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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 |
| Keywords | IT |
Contacts
| Course organiser | Mr Ismail Gucbilmez
Tel: (0131 6)50 3016
Email: U.Gucbilmez@ed.ac.uk |
Course secretary | Mr Stephen Graham
Tel: (0131 6)50 8071
Email: Stephen.Graham@ed.ac.uk |
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© Copyright 2013 The University of Edinburgh - 10 October 2013 3:54 am
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