Portfolio and Market Analysis

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

This module is an advanced subject on portfolio and market theory and analysis. It draws on articles from different sources and focuses on topics which include the characteristics of the opportunity set under risk, delineating efficient portfolios, techniques for calculating the efficient frontier, assets pricing models and efficiency markets.

The module provides you with the theory and practice of portfolio analysis. You will 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.