Portfolio and Risk Management

This course covers the principles and practices of portfolio and risk management in the investment industry. Overall, this course aims to equip the students with the knowledge and skills needed to succeed in various roles within the investment industry. By the end of the course, students should understand the basics of portfolio management. They should understand the concept of risk aversion and utility function, the Capital Asset Pricing Model (CAPM), risk management, coherent risk measures. They should be able to apply portfolio selection techniques, analyze different investment strategies, measure portfolio performance, and calculate the risk (in terms of selected risk measures). They should also have a basic knowledge of the fintech in investment management, including big data, machine learning, artificial intelligence, and distributed ledger technology.