Module Directory

 

Module Description

 
 
Module Name
Module Code
Lecture Hrs
Practical Hrs
Credits
Security and Portfolio Management
DFA6118
3
0
3

Description
The local and International Fund Management Industry: types of investors and investment products; Traditional Portfolio Theory; International Diversification; Implications of Efficient Market Hypothesis in Portfolio Management; Technical and Fundamental Analysis; Active v/s Passive Portfolio Management; Asset Allocation; Market Timing v/s Tactical Asset Allocation; Performance Measurement; Portfolio Insurance; Portfolio Theory Revisited: Geometric Mean, Deriving efficient frontiers with moments of different orders, Non-stability of correlation and volatility, and its implications for portfolio managers; Implications of international market integration on portfolio management.
Faculty Department
FACULTY OF SOCIAL SCIENCES AND HUMANITIES Department of Economics and Statistics
Contact Details
Administrative assistant: DILMAHOMED BOCUS Bibi Swaleha
Telephone: 4037400
Email: s.dilmahomed@uom.ac.mu
 

 


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