Registry

Module Specifications

Current Academic Year 2012 - 2013
Please note that this information is subject to change.

Module Title Portfolio Management Theory
Module Code EF522
School DCUBS
Online Module Resources

Module Co-ordinatorSemester 1: Niall O'Sullivan
Semester 2: Niall O'Sullivan
Autumn: Niall O'Sullivan
NFQ level 8 Credit Rating 5
Pre-requisite None
Co-requisite None
Compatibles None
Incompatibles None
Description
The objective of this course is to apply theoretical and analytical concepts to the investment management process.

Learning Outcomes
1. Describe the return versus risk trade off in portfolio construction
2. Derive optimal portfolios
3. Evaluate risk adjusted portfolio performance
4. Critically appraise various return measures
5. Interpret the economic as well as statistical significance of performance findings
6. Calculate various risk metrics



Workload Full-time hours per semester
Type Hours Description
Total Workload: 0

All module information is indicative and subject to change. For further information,students are advised to refer to the University's Marks and Standards and Programme Specific Regulations at: http://www.dcu.ie/registry/examinations/index.shtml

Indicative Content and Learning Activities
None
Assessment Breakdown
Continuous Assessment25% Examination Weight75%
Course Work Breakdown
TypeDescription% of totalAssessment Date
Assignmentn/a25%n/a
Reassessment Requirement
Resit arrangements are explained by the following categories;
1 = A resit is available for all components of the module
2 = No resit is available for 100% continuous assessment module
3 = No resit is available for the continuous assessment component
This module is category 1
Indicative Reading List
  • Elton, E. and M. Gruber: 1995, Portfolio Analysis, 5th edition, Wiley,
  • Blake, D: 2000, Financial Market Analysis, 2nd edition, McGrawHill,
  • Cuthbertson, K. and D. Nitzsche: 2004, Quantitative Financial Economics, 2nd Ed, Wiley,
  • Farrell, James L: 1997, Portfolio Management: Theory and Applications, 2nd Ed., McGraw-Hill International,
  • Bodie, Z., Kane, A and M. Alan: 1996, Investments, Irwin,
  • Cuthbertson, K. and D. Nitzsche: 2001, Financial Engineering and Risk Management, Wiley,
  • Dowd, Kevin: 1998, Beyond Value at Risk: The New Science of Risk Management, Wiley,
  • Rutterford, J.: 1993, Introduction to Stock Exchange Invest, 2nd edition, Macmillen Press,
Other Resources
None
Array
Programme or List of Programmes
MITBMSc in Investment, Treasury & Banking
Timetable this semester: Timetable for EF522
Date of Last Revision24-MAY-10
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