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EF4328 - Asset Management

Offering Academic Unit
Department of Economics and Finance
Credit Units
3
Course Duration
One Semester
Pre-requisite(s)
Course Offering Term*:
Semester A 2020/21, Semester B 2020/21
Semester A 2021/22 (Tentative), Semester B 2021/22 (Tentative)

* The offering term is subject to change without prior notice
 
Course Aims

The course describes some of the main trading strategies used by active traders and provides a methodology to analyze them. The course covers individual equity markets (discretionary equity investing, short selling, quantitative equity strategies), tactical asset allocation across equity indices, currencies, fixed-income, and commodities (global macro investing, managed futures strategies), and relative-value arbitrage strategies (fixed income arbitrage, convertible bond arbitrage, event driven investments).


Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 50%
Examination: 50%
Examination Duration: 2 hours
 
Detailed Course Information

EF4328.pdf

Useful Links

Department of Economics and Finance