Management and Information Technology


MGTE 42113

Investment Management

Status : Elective
Pre-requisite : MGTE 41073 Co-requisite : None

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

  • Demonstrate an understanding of the different investment products available in the market.
  • Use asset allocation criteria to determine 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, Securities 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, Z, Kane, A, Marcus, A J (2011), Investments, 9th Edition, McGraw-Hill/Irwin.
  2. Ross S A, Westerfield R W and Jordan B D (2010), Fundamentals of Corporate Finance,9th Edition, McGraw-Hill Publishing Company Limited.
  3. Hull, J C (2010), Options Futures and Other Derivative Securities, 9th Edition, Prentice Hall.
  4. Arnott, RDand Henriksson, RD (1989),A Disciplined Approach to Global Asset Allocation, Financial Analysts Journal, March-April,pp, 17-28.
  5. Ho, RYK (1990), Stock Return Seasonalities in Asia Pacific Markets, Journal of International Financial Management & Accounting, 2, 47-78.
  6. Michand, R O (1989), The Markowitz Optimization: Is 'Optimized' Optimal, Financial Analysts Journal, January-February,pp, 31-42.
  7. Sharpe, WF (1987), Integrated Asset Allocation, Financial Analysts Journal, September-October.