FIN666 : portfolio theory

Department

Department of Financing and Banking

Academic Program

Master in Finance and Banking

Type

Compulsory

Credits

03

Prerequisite

Overview

Portfolio theory includes the study of investments, financial analysis and advanced financial management. It includes the theoretical framework for investments, financial management and various investment policies. The course also deals with different methods of analyzing the financial market, financial assets and various investments. The course also explains financial logic and financial statistics used in financial analysis and financial forecasts. The course also includes the study of financial logic and financial statistics used in financial analysis and financial forecasts. The course also explains the theoretical framework for different investments, advanced financial analysis and advanced financial management.

Intended learning outcomes

Knowledge and understanding.1a The student should be familiar with the foundations and theories in the field of investment portfolio theory.2a That the student becomes able to deal with financial risks and use financial indicators.3a The student will be able to understand the theory of capital asset pricing and systematic risks.A4 That the student has absorbed the skills of financial, fundamental and financial analysis.B- Mental skills:B1 The student's ability to form investment portfolios and choose the least risky securities.B2 The student's ability to evaluate securities in terms of return and risk.B3 The student's ability to buy and sell securities according to the portfolio theory.B4 The student's understanding of the importance of financial, fundamental and technical analysis when choosing securities.C- Scientific and professional skills:1c Understand the foundations of investment portfolio theory.2c Applications of investment portfolio theory.3c Application of the global portfolio model.4c Understanding the types of investment risks and how to overcome them.D- General Skills:1D The student can collect and analyze data and information about securities.2d That the student be able to present his recommendations regarding evaluating the performance of the investment portfolio.3D The student should be able to choose the optimal portfolio.D4 The student should be able to understand the idea of systematic risk in the capital asset pricing model.

Teaching and learning methods

1. Theoretical explanations.2. Practical applications.3. Analysis of financial and banking operations.4. Discuss research and scientific papers.5. Midterm and final exams.

Methods of assessments

C. Evaluation number. Evaluation methods. Evaluation date. Percentage. Feedback1 First evaluation Preparing one of the topics for the course, presenting and discussing it from the first week until the fifth week 10%2 Second Evaluation Midterm Exam Sixth Week 25%Fourth Assessment Preparing one of the topics for the course, presenting and discussing it from the seventh week to the thirteenth week, 10% repeated3 Third Evaluation Preparing a scientific paper or published article from the first week to the thirteenth week 5%4 Fifth Assessment Discussion of practical research from the fourteenth to the fifteenth week 10%5 Sixth Assessment Final Exam Sixteenth Week 50%Total 100%

Course content:

General introduction to investment portfolios.1. (Markowtz's Portfolio Theory)2. Global Model of Portfolio Management3. How to calculate the return and risk in the investment portfolio.4. Investment portfolio, benefit and indifference curves.5. The efficient limit in portfolio theory.Important models for the investment portfolio.Capital Market Line6. . Sharp Single Index Model7. Capital Assets Pricing Model8. Arbitrage Pricing Model9. Market indices and their role in managing portfolios.10. Measuring the performance of investment portfolios.11. Sharp Index12. Treynor Index13. Treynor Index14. Investment Funds.15. International investment portfolios. International Portfolio

Studies in the analysis of financial statements (ACC638)
(ECO610)
Money and banking (ECO713)
Financial Department (Finance Department) (FIN661)
Scientific research methods in finance (FIN662)
investment theory (FIN663)
banking operations (FIN664)
Financial institutions and markets (FIN665)
portfolio theory (FIN666)
Corporate finance (FIN667)
Financial risk management (FIN668)
Islamic financing and investment formulas (FIN669)
Advanced statistics (STAT600)