Postgraduate Course: Investment Management (CMSE11124)
Course Outline
| School | Business School |
College | College of Humanities and Social Science |
| Credit level (Normal year taken) | SCQF Level 11 (Postgraduate) |
Availability | Not available to visiting students |
| SCQF Credits | 15 |
ECTS Credits | 7.5 |
| Summary | This course aims to help students develop a broad knowledge and understanding of portfolio management and investment analysis.
Students build on the knowledge gained from the Financial Markets and Investment Mathematics core courses in semester one (or Foundations of Finance in the case of A&F students). Students will learn the importance of understanding client objectives in the portfolio management process and understand practical issues that arise in managing client portfolios. We will review a number of investment strategies that have been suggested as having the potential to create superior returns. There will be at least one guest lecture from a portfolio manager. |
| Course description |
Not entered
|
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.
|
Course Delivery Information
|
| Academic year 2014/15, Available to all students (SV1)
|
Quota: None |
| Course Start |
Semester 2 |
Timetable |
Timetable |
| Learning and Teaching activities (Further Info) |
Total Hours:
150
(
Lecture Hours 20,
Summative Assessment Hours 2,
Programme Level Learning and Teaching Hours 3,
Directed Learning and Independent Learning Hours
125 )
|
| Assessment (Further Info) |
Written Exam
70 %,
Coursework
30 %,
Practical Exam
0 %
|
| Additional Information (Assessment) |
There is one group assignment which counts for 30% of the total mark and a final two hour exam which counts for 70% of the total mark.
|
| Feedback |
Not entered |
| Exam Information |
| Exam Diet |
Paper Name |
Hours & Minutes |
|
| Main Exam Diet S2 (April/May) | Investment Management | 2:00 | |
Learning Outcomes
Knowledge and Understanding:
On completion of the course, students should have developed an understanding of:
* Client objectives and the investment policy statement
* Utility functions
* Applying portfolio theory in practice
* Asset allocation and international investment
* Portfolio risk management
* Risk-adjusted performance measurement
* Taxation
* Trading and portfolio execution
* Value strategies
* Momentum strategies
* Hedge fund strategies
Cognitive Skills:
* The course will develop analytical and problem-solving skills
Subject Specific Skills:
On completion of the course, students should have:
* Gained an ability to understand, speak and write the language of investment analysis and portfolio management.
* Become familiar with output from investment and risk management tools such as Style Research, Thomson One Banker and Datastream.
|
Reading List
| Maginn, Tuttle, Pinto, and McLeavey (2007) Managing Investment Portfolios: A Dynamic Process, CFA Institute and Wiley. ISBN 0470080140. |
Additional Information
| Graduate Attributes and Skills |
Not entered |
| Keywords | fin-IM |
Contacts
| Course organiser | Dr Jens Hagendorff
Tel: (0131 6)50 2796
Email: Jens.Hagendorff@ed.ac.uk |
Course secretary | Miss Rachel Allan
Tel: (0131 6)51 3757
Email: Rachel.Allan@ed.ac.uk |
|
© Copyright 2014 The University of Edinburgh - 12 January 2015 3:40 am
|
University Homepage