FI5611 Portfolio Management

Academic year

2024 to 2025 Semester 2

Further information on which modules are specific to your programme.

Key module information

SCOTCAT credits

20

The Scottish Credit Accumulation and Transfer (SCOTCAT) system allows credits gained in Scotland to be transferred between institutions. The number of credits associated with a module gives an indication of the amount of learning effort required by the learner. European Credit Transfer System (ECTS) credits are half the value of SCOTCAT credits.

SCQF level

SCQF level 11

The Scottish Credit and Qualifications Framework (SCQF) provides an indication of the complexity of award qualifications and associated learning and operates on an ascending numeric scale from Levels 1-12 with SCQF Level 10 equating to a Scottish undergraduate Honours degree.

Planned timetable

To be arranged.

This information is given as indicative. Timetable may change at short notice depending on room availability.

Module coordinator

Prof D Chronopoulos

This information is given as indicative. Staff involved in a module may change at short notice depending on availability and circumstances.

Module Staff

Dr George Kladakis and Prof Dimitris Chronopoulos

This information is given as indicative. Staff involved in a module may change at short notice depending on availability and circumstances.

Module description

The aim of the course is to become familiar with the theory and empirical evidence related to portfolio management and investment analysis. By the end of the module, students will have the opportunity to critically understand current theoretical and empirical methods in the field of portfolio management. Topics will include choice theory under uncertainty, optimal portfolio construction, and active management strategies. Emphasis will be on empirical applications of theoretical concepts.

Assessment pattern

100% coursework

Re-assessment

100% coursework

Learning and teaching methods and delivery

Weekly contact

2 hour lectures in person (x 11 weeks) 1h x 3 weeks in-person tutorials 1h x 2 weeks online labs

Scheduled learning hours

30

The number of compulsory student:staff contact hours over the period of the module.

Guided independent study hours

170

The number of hours that students are expected to invest in independent study over the period of the module.

Intended learning outcomes

  • knowledge and understand of key issues in asset allocation and portfolio composition/management at an advanced level
  • Develop their ability to critically understand current theoretical and empirical research in the field of portfolio management
  • Apply the implications of such research into alternative portfolio composition and management strategies
  • Finally, control and minimize the risk involved in portfolio composition of different assets in a world of uncertainty, while acquiring a certain level of return.