EF4328 - Asset Management

Offering Academic Unit
Department of Economics and Finance
Credit Units
Course Duration
One Semester
Exclusive Courses:

Course Offering Term*:
Semester A 2018/19
Semester A 2019/20 (Tentative)

* The offering term is subject to change without prior notice
Course Aims

The course describes some of the main trading strategies used by active traders and provides a methodology to analyze them. The course covers individual equity markets (discretionary equity investing, short selling, quantitative equity strategies), tactical asset allocation across equity indices, currencies, fixed-income, and commodities (global macro investing, managed futures strategies), and relative-value arbitrage strategies (fixed income arbitrage, convertible bond arbitrage, event driven investments).

Assessment (Indicative only, please check the detailed course information)

Continuous Assessment: 50%
Examination: 50%
Examination Duration: 2 hours
Detailed Course Information


Useful Links

Department of Economics and Finance