Colleges

Course Description: This course covers multiple aspects of modern portfolio theory and its practical applications. Students will first be introduced to common quantitative tools and basic financial concepts, including optimal portfolio selection, asset pricing, market efficiency, and behavioral finance. Students will then be introduced to the asset management industry, where they will be required to apply their theoretical knowledge to understand the process of building, managing, and evaluating portfolios of these assets. To ensure a deep understanding of the tools and concepts taught in this course, extensive use will be made of real-life data to illustrate real-life investment decisions. Students will learn various strategies for managing investment funds, factors affecting performance, and issues related to benchmarking and performance evaluation. Stocks, fixed income securities, commodities, real estate, alternative funds, and emerging and developed markets will be studied in the context of portfolio construction. In addition, the course integrates ESG investing principles, enabling students to understand how to integrate these factors into portfolio construction, asset selection, and performance evaluation, in line with the growing global and local interest in sustainable and responsible investing.