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ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics

The course introduces students to modern portfolio theory (capital asset pricing models and arbitrage pricing models). This involves the theory and practice of optimally combining securities into portfolios, and efforts involving simplification of the amount and type of inputs to the portfolio probl...

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Main Author: UiTM, College of Computing, Informatics and Mathematics
Format: Teaching Resource
Language:English
Published: 2023
Subjects:
Curriculum
Universiti Teknologi MARA
Online Access:https://ir.uitm.edu.my/id/eprint/91344/1/91344.pdf
https://ir.uitm.edu.my/id/eprint/91344/
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spelling my.uitm.ir.913442024-03-15T06:58:28Z https://ir.uitm.edu.my/id/eprint/91344/ ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics UiTM, College of Computing, Informatics and Mathematics Curriculum Universiti Teknologi MARA The course introduces students to modern portfolio theory (capital asset pricing models and arbitrage pricing models). This involves the theory and practice of optimally combining securities into portfolios, and efforts involving simplification of the amount and type of inputs to the portfolio problem as well as simplification of the computational procedure to find sets of desirable portfolios. The course also provides a discussion of equilibrium in the capital markets and shows how portfolio theory can be used to infer what equilibrium returns and prices will be for individual securities. Finally, the course suggests ways that equilibrium theory can be used to manage portfolios more meaningfully. This course follows the syllabus of CM2 from IFoA. 2023 Teaching Resource NonPeerReviewed text en https://ir.uitm.edu.my/id/eprint/91344/1/91344.pdf ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics. (2023) [Teaching Resource] (Unpublished)
institution Universiti Teknologi Mara
building Tun Abdul Razak Library
collection Institutional Repository
continent Asia
country Malaysia
content_provider Universiti Teknologi Mara
content_source UiTM Institutional Repository
url_provider http://ir.uitm.edu.my/
language English
topic Curriculum
Universiti Teknologi MARA
spellingShingle Curriculum
Universiti Teknologi MARA
UiTM, College of Computing, Informatics and Mathematics
ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
description The course introduces students to modern portfolio theory (capital asset pricing models and arbitrage pricing models). This involves the theory and practice of optimally combining securities into portfolios, and efforts involving simplification of the amount and type of inputs to the portfolio problem as well as simplification of the computational procedure to find sets of desirable portfolios. The course also provides a discussion of equilibrium in the capital markets and shows how portfolio theory can be used to infer what equilibrium returns and prices will be for individual securities. Finally, the course suggests ways that equilibrium theory can be used to manage portfolios more meaningfully. This course follows the syllabus of CM2 from IFoA.
format Teaching Resource
author UiTM, College of Computing, Informatics and Mathematics
author_facet UiTM, College of Computing, Informatics and Mathematics
author_sort UiTM, College of Computing, Informatics and Mathematics
title ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
title_short ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
title_full ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
title_fullStr ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
title_full_unstemmed ASC587: Portfolio And Investment Analysis / College of Computing, Informatics and Mathematics
title_sort asc587: portfolio and investment analysis / college of computing, informatics and mathematics
publishDate 2023
url https://ir.uitm.edu.my/id/eprint/91344/1/91344.pdf
https://ir.uitm.edu.my/id/eprint/91344/
_version_ 1794641384651620352
score 13.211869

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