Portfolio and Market Analysis

• Credit value: 15 credits at Level 7
• Convenor: Dr Panagiota Makrychoriti
• Assessment: a two-hour 10-minute examination (100%)

In this module we draw on articles from different sources and focus on topics which include:

• the characteristics of the opportunity set under risk
• delineating efficient portfolios
• techniques for calculating the efficient frontier
• assets pricing models
• efficiency markets.

You will learn about the theory and practice of portfolio analysis and be exposed to topics related to portfolio analysis, behavioural modelling and risk management. You are expected to develop your research skills on specific topics related to portfolio and market analysis.

By the end of this module, you will be able to:

• critically analyse portfolio concept as a tool to diversify risk
• critically analyse the behavioural models in finance including CAPM and APT
• practise problem solving and analytical skills in portfolio analysis.