BAHACF3/BAHACFWP4
Portfolio Analysis
投资组合分析
Lecture 1 Introduction and Mathematical Foundations
第 1 讲引言和数学基础
Introduction
介绍
Module Learning Outcomes
模块学习成果
Learning Outcome 1
学习成果 1
Demonstrate a critical awareness of the theoretical underpinnings of modern portfolio theory and analysis and its application within modern financial institutions:
展示对现代投资组合理论和分析的理论基础及其在现代金融机构中的应用的批判性认识:
Learning Outcome 2
学习成果 2
Evaluate financial information in order to allocate funds across asset classes to form an optimal portfolio bearing in mind individual and investor preferences regarding return requirements and risk tolerance;
评估财务信息,以便在资产类别中分配资金,以形成最佳投资组合,同时牢记个人和投资者对回报要求和风险承受能力的偏好;
Learning Outcome 3
学习成果 3
Compare, appraise and apply the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) to modern financial problems;
比较、评估和应用资本资产定价模型(CAPM) 和套利定价理论 (APT) 解决现代金融问题;
Learning Outcome 4
学习成果 4
Analyse appropriate benchmarks for evaluation of fund performance and critically appraise and apply appropriate performance measurement tools;
分析评估基金表现的适当基准,并批判性地评估和应用适当的绩效衡量工具;
Learning Outcome 5
学习成果 5
Appraise the behavioural characteristics of individual and institutional investors and demonstrate the ability to evaluate the relevance of behavioural finance within practical settings.
评估个人和机构投资者的行为特征,并展示在实际环境中评估行为金融学相关性的能力。