|Prerequisites for Module|
None in addition to SCQF 11 entry requirement or equivalent.
Aims of Module
To provide students with the skills required to effectively design, manage and evaluate the performance of alternative investment portfolios.
Learning Outcomes for Module
On completion of this module, students are expected to be able to:
Indicative Module Content
The concept of market efficiency, the optimal portfolio, compliance and regulation in the UK, risk and investment strategy, risk and portfolio design, active and passive portfolio management strategies, financial engineering products and portfolio risk management, Sharpe, Treynor and Jensen measures of portfolio performance. Throughout the module students will be given training in, and be expected to make extensive use, of DATASTREAM.
|Indicative Student Workload|
Mode of Delivery
This is a lecture-based course supplemented with tutorials/workshops and directed study.
Assessment will comprise of one integrative piece of coursework (e.g. report, portfolio, essay).