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Asset Management


  • Credit value: 15 credits at Level 7
  • Convenor: Dr David Schroeder
  • Assessment: a two-hour examination (80%) and coursework (20%)

Module description

In this module you will gain a thorough understanding of the foundations of modern asset management in both theory and practice.

We will first discuss the meaning of asset management and review the basic concepts of portfolios optimisation, and then turn to utility-based long-term (strategic) asset allocation strategies, including important extensions such as labour income and life-cycle investment strategies. We then look at specific asset management concepts, including portfolio insurance, hedge funds, pension funds and private wealth management, and finally we look at the performance measurement of investment funds.

The module may also include a variety of guest lectures with distinguished speakers from the asset management industry.

Indicative syllabus

  • Portfolio optimisation
  • Strategic asset allocation
  • Hedge funds
  • Performance measurement