Aims and Fit of Module

To equip students with Quantitative Methods and Techniques for Investment Analysis.

Learning outcomes

a)	Describe Linear Regression and Correlation;

b)	Describe Multiple Regression, Correlation and issues in Regression Analysis;

c)	Decision Making under Uncertainty;

d)	Fundamental Factor Models;

e)	Time Series Analysis;

f)	Fundamental Factor Models & Portfolio Concepts;

g)	Discuss the relationship between CAPM and APT that is specified with fundamental factor models;

h)	Explain the problem with using historical beta and how fundamental beta attempts to address this problem;

i)	Compare and contrast statistical factor models with both macroeconomic and fundamental factor models;

j)	Distinguish between the raw descriptors commonly used in macroeconomic factor models and the descriptors used in fundamental factor models;

k)	Explain how fundamental factor models can be used in portfolio management.

Method of teaching and learning

Lectures and In-class exercises