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Portfolio Management - Course Outline

This document outlines the course details for a Portfolio Management course. The course aims to teach students about investment analysis and portfolio management theories and practices. Over 12 weeks, topics will include risk and return evaluation, portfolio planning, portfolio risk and return measures, the Capital Asset Pricing Model, and company analysis. Assessment will be through two continuous tests and a final exam. Recommended reading materials are listed to support student learning.

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293 views3 pages

Portfolio Management - Course Outline

This document outlines the course details for a Portfolio Management course. The course aims to teach students about investment analysis and portfolio management theories and practices. Over 12 weeks, topics will include risk and return evaluation, portfolio planning, portfolio risk and return measures, the Capital Asset Pricing Model, and company analysis. Assessment will be through two continuous tests and a final exam. Recommended reading materials are listed to support student learning.

Uploaded by

jusper wendo
Copyright
© © All Rights Reserved
We take content rights seriously. If you suspect this is your content, claim it here.
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Download as DOC, PDF, TXT or read online on Scribd
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UNIVERSITY OF EMBU

Department of Business and Economics

BFI 309 PORTFOLIO MANAGEMENT COURSE OUTLINE


Contact hours: 36

1. PURPOSE OF THE COURSE


The course is aimed at enabling the student to acquire a demonstrable knowledge on major aspects of

investment analysis, the modern theory and practice of portfolio management.

2. EXPECTED LEARNING OUTCOMES OF THE COURSE

By the end of the course a learner should be able to:

1. Define concepts in Portfolio theory and management strategies

2. Distinguish between Capital market line, security market line and CAPM

3. Allocate different asset classes when constructing a portfolio

4. Evaluate different strategies used to manage a portfolio of different asset classes.

5. Undertake portfolio monitoring and rebalancing process

6. Determine the performance of a portfolio

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3. COURSE SCHEDULE
WEEK TOPIC/SUBTOPIC TO BE COVERED
1&2 RISK AND RETURN EVALUATION

 Measurement of Investment Risk and Return


 Single Investment Risk Measurement

3&4 PORTFOLIO PLANNING AND SELECTION


 Introduction
 Phases of portfolio management
 Security Analysis
 Portfolio Analysis
 Portfolio Selection
 Portfolio Revision

 Portfolio Evaluation
5&6 PORTFOLIO RISK AND RETURN
 Portfolio expected return
 Measures of Portfolio Risk
 Covariance and the correlation coefficient
 Historical Measures of Return

 Factors that determine the required rate of return


7 CONTINUOUS ASSESSMENT TEST 1
8&9 CAPITAL ASSET PRICING MODEL (CAPM)
 Introduction
 Assumptions of Capital Asset Pricing Model

 Limitations of Capital Asset Pricing Model


10 ARBITRAGE PRICING THEORY/MODEL
 Introduction
 Assumptions of Arbitrage Pricing Model
 Limitations of Arbitrage Pricing Model
 Comparison of Capital Asset Pricing Model and Arbitrage Pricing Model

11 CONTINUOUS ASSESSMENT TEST 2


12 COMPANY ANALYSIS AND STOCK VALUATION
&  Bond valuation
13  Preference shares valuation
 Valuation of Ordinary Shares

4. MODE OF DELIVERY;

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This includes lectures, discovery learning, problem-based learning, experiential learning,
group based learning, independent studies and e-learning.
5. INSTRUCTIONAL MATERIALS AND/OR EQUIPMENT
Audio-visuals devices, computers/internet services, journals, newspapers, pens and white boards,
smart boards, flip charts and learning centers

H. Course Assessment
Continuous Assessments Tests 30%
Final Examination 70%
Total 100%

6. CORE READING MATERIALS FOR THE COURSE


Fabozzi, F. J. and Pachamanova, D. A. (2016). Portfolio Construction and Analytics. John Wiley &
Sons.
Levin, G. and Wyzalek, J. (2014). Portfolio Management:  A Strategic Approach. CRC Press.
Pagdin, I. and Hardy, M. (2017). Investment and Portfolio Management: A Practical Introduction.
Kogan Page.
7. RECOMMENDED REFERENCE MATERIAL
Ranganatham, M. (2006). Investment Analysis and Portfolio Management. Pearson Education India.
Reilly, F. & Brown, K. (2011). Investment Analysis and Portfolio Management. (10th ed). Cengage
Learning publishers, USA.
Senwal, A. (2007). Optimising Corporate Portfolio Management: Aligning.
Sironi, P. (2015). Modern Portfolio Management: From Markowitz to Probabilistic Scenario
Optimization: Goal-Based and Long-Term Portfolio Choice. Risk Books.

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