This course examines investment and financial issues arising from wealth management activities. The course commences with an introduction of the historical returns and academic theories. It then goes through topics required for the construction of a comprehensive portfolio including the identification of goals and constraints, risk premiums for financial assets, value investing strategies, currency carry strategies, volatility selling strategies, growth and liquidity risk factors, return forecasts and enhancement.This course exams investment and financial issues arising from wealth management activities. The course commences with an introduction of the historical returns and academic theories. It then goes through topics required for the construction of a comprehensive portfolio including the identification of goals and constraints, risk premiums for financial assets, value investing strategies, currency carrying strategies, volatile selling strategies, growth and liquidity risk factors, return forecasts and enhancement.
1.Instructor’s Lecture Notes
2.Expected Returns: An Investor's Guide to Harvesting Market Rewards, 2011, by Antti Ilmanen.
3.The New Value Investing: How to Apply Behavioral Finance to Stock Valuation Techniques and Build a Winning Portfolio, 2015, by Howard, C. Thomas.
4.Behavioral Portfolio Management, 2014, by Howard, C. Thomas.
5.The New Wealth Management: The Financial Advisor's Guide to Managing and Investing Client Assets, 2011, by Harold Evensky, Stephen M. Horan, Thomas R. Robinson, and Roger Ibbot
1.Instructor’s Lecture Notes
2.Expected Returns: An Investor's Guide to Harvesting Market Rewards, 2011, by Antti Ilmanen.
3.The New Value Investing: How to Apply Behavioral Finance to Stock Valuation Techniques and Build a Winning Portfolio, 2015, by Howard, C. Thomas.
4.Behavioral Portfolio Management, 2014, by Howard, C. Thomas.
5.The New Wealth Management: The Financial Advisor's Guide to Managing and Investing Client Assets, 2011, by Harold Evensky, Stephen M. Horan, Thomas R. Robinson, and Roger Ibbot
| 評分項目 Grading Method | 配分比例 Grading percentage | 說明 Description |
|---|---|---|
| Assignments/ParticipationAssignments/Participation Assignments/Participation |
30 | |
| Term Project/ PresentationTerm Project/ Presentation Term Project/ Presentation |
30 | |
| Quizzes/ExamsQuizzes/Exams Quizzes/Exams |
40 |
