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    Portfolio Management - Course Outline

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    jusper wendo
    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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    Portfolio Management - Course Outline

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    jusper wendo
    121 views3 pages
    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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    Portfolio management

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    PORTFOLIO MANAGEMENT- COURSE OUTLINE

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    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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    © All Rights Reserved
    Download as DOC, PDF, TXT or read online from Scribd
    Download as doc, pdf, or txt
    121 views3 pages

    Portfolio Management - Course Outline

    Uploaded by

    jusper wendo
    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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    © All Rights Reserved
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    Download as doc, pdf, or txt
    of 3

    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

    Page 1 of 3
    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;

    Page 2 of 3
    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.

    Page 3 of 3

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