Module Catalogues, Xi'an Jiaotong-Liverpool University   
 
Module Code: ACF410
Module Title: Portfolio Management
Module Level: Level 4
Module Credits: 5.00
Academic Year: 2019/20
Semester: SEM2
Originating Department: International Business School Suzhou
Pre-requisites: N/A
   
Aims
This module teaches students how to explain and demonstrate the use of fundamentals of portfolio management, including return and risk measurement, and portfolio planning and construction. The student will also be trained on state-of-the-market analytic systems essential in this highly quantitative area of study.
Learning outcomes 
A. Demonstrate systematic understanding of knowledge, and a critical awareness of current issues in the area of professional practice related to portfolio management

B. Demonstrate originality in the application of knowledge, together with a practical understanding of established, applied techniques of research and analysis as used to interpret knowledge and practice in portfolio management

C. Demonstrate conceptual understanding that enables the student to evaluate methodologies and develop critiques of them and, where appropriate, propose new practices in portfolio management.

D. Demonstrate awareness and critical thinking related to the ethical and professional standards essential when managing other people’s money.


Method of teaching and learning 
This module will be taught using a combination of lectures, tutorial and investment seminars in the Thomson Reuters financial lab. Learning will be reinforced by appropriate readings from both the textbook, case studies and topical articles in the financial press.
Syllabus 
A. Portfolio Concepts

B. Management of Institutional Investor Portfolios

C. Pension Plans and Employee Benefit Funds

D. Investment Manager Selection

E. Mutual Funds, Pooled Funds, and ETFs

F. Economic Analysis and Setting Capital Market Expectations

G. Tax Efficiency

H. Asset Allocation (including Currency Overlay)

I. Portfolio Construction and Revision

J. Equity Portfolio Management Strategies

K. Fixed Income Portfolio Management Strategies

L. Risk Management

M. Execution of Portfolio Decision (Trading)

N. Performance Evaluation

O. Presentation of Performance Results (GIPS®)
Delivery Hours  
Lectures Seminars Tutorials Lab/Prcaticals Fieldwork / Placement Other(Private study) Total
Hours/Semester 13   13    13    111  150 

Assessment

Sequence Method % of Final Mark
1 Coursework 1 35.00
2 Coursework 2 65.00

Module Catalogue generated from SITS CUT-OFF: 6/6/2020 10:20:21 PM