This course focuses on designing and managing investment portfolios for investors. It introduces students to investment media and techniques. It analyzes capital market theories, the pricing efficiency of security markets, investment strategies, and investment performance evaluation. Topics therefore include investor risk preferences, modern diversification theory, securities analysis, asset pricing models derivative instruments (models and real would behavior), investment strategies. Investment strategies include both the passive and active strategies, technical trading strategies and trading strategies arose from market anomalies.

CILO-1: Describe major investment and portfolio theories/models and explain their relationships and differences. CILO-2: Solve financial problems by identifying suitable asset pricing models to be used and employing the model/method. CILO-3: Demonstrate the abilities in using statistical software for basic/intermediate-level statistical and econometric analyses involved in financial analysis. CILO-4: Evaluate portfolio performance and formulate conceptual and technical suggestions.