This course examines investment and financial issues arising from global investment analysis. The course commences with an introduction of the historical returns and academic theories. It then goes through topics required for the investment analysis in the global context including the understanding of financial markets and financial institutions, risk premiums for financial assets, value investing strategies, currency carry strategies, growth and liquidity risk factors, return forecasts and enhancement.

This course exams investment and financial issues arising from global investment analysis. The course commences with an introduction of the historical returns and academic theories. It then goes through topics required for the investment analysis in the global context including the understanding of financial markets and financial institutions, risk premiums for financial assets, value investing strategies, currency carry strategies, growth and liquidity risk factors, return forecasts and enhancement.

1. Instructor’s Lecture Notes.

2. Investments and Portfolio Management, by Zvi Bodie , Alex Kane, and Alan J. Marcus.

3. Expected Returns: An Investor's Guide to Harvesting Market Rewards, 2011, by Antti Ilmanen.

4. 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 Ibbotson (Foreword).
Grading:

1. Instructor’s Lecture Notes.

2. Investments and Portfolio Management, by Zvi Bodie , Alex Kane, and Alan J. Marcus.

3. Expected Returns: An Investor's Guide to Harvesting Market Rewards, 2011, by Antti Ilmanen.

4. 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 Ibbotson (Foreword).
Grading: