B.Sc.in Management and Information Technology (Interim)

BACHELOR OF SCIENCE IN MANAGEMENT AND INFORMATION TECHNOLOGY

IMMG 44064

Investment Management

Status :  Elective Pre-requisite :IMMG 22052 Co-requisite :IMMG 44024

 

On completion of this course, the student should be able to:

  • Demonstrate an understanding of the different investment products available in the market
  • Use through the asset allocation decision different investment strategies to meet alternative investment objectives
  • Manage the risk and return characteristics of a portfolio
  • Analyze the performance of the portfolio.

Introduction to Investment, Capital Markets and Instruments, Security Trading, Risk and Risk Aversion, Capital Allocation between Risky and Risk Free Asset, Optimal Risky Portfolios, Market Efficiency, Options, Futures and Forward Contracts.
Class room lectures, interactive group discussions, projects and presentations.
In class assignments, tutorials, mid/end of semester examination, group assignments and presentations.
 

  1. Bodie, Kane, Marcus, “Investments”, 7th Ed., McGraw-Hill/Irwin, 2007.
  2. Ross, Westerfield and Jordan, “Fundamentals of Corporate finance”, 8th Edition, 2007, McGraw-Hill/Irwin.
  3. Hull, John, C., “Options Futures and Other Derivative Securities”, 7th Ed., Prentice Hall, 2008.

  1. Arnott, R.D. and R.D. Henriksson, "A Disciplined Approach to Global Asset Allocation" Financial Analysts Journal, March-April, pp. 17-28, 1989.
  2. Ho, R.Y.K., "Stock Return Seasonalities in Asia Pacific Markets,"Journal of International Financial Management & Accounting”, 2, 47-78, 1990.
  3. Michand, R.O., "The Markowitz Optimization: Is 'Optimized' Optimal,"Financial Analysts Journal”, January-February, pp. 31-42, 1989.
  4. Sharpe, W.F., "Integrated Asset Allocation", Financial Analysts Journal, September-October, 1987.

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