The module aims to provide a solid foundation of financial economics and security investments, including relevant concepts, theories, formulas and their applications. It establishes a comprehensive and theoretical framework to integrate the theories of financial economics, portfolio selection models and investment strategies in the context of asset allocation. The analytical skills are further developed/implemented, associated with financial applications.
A Explain basic concepts/theories of financial economics B Apply theories of portfolio constructions with different selection models C Perform quantitative analysis involving securities trading and asset portfolios D Conduct theoretical and practical analysis on asset pricing models E Perform empirical analysis of risky portfolios with quantitative strategies
Combination of lectures and tutorials, where lectures will introduce basic concepts and theory of financial economics and quantitative investments, and tutorials will provide students with the opportunities to solve exercise problems.