SemesterFall Semester, 2025
DepartmentJunior Class A, Department of International Business Junior Class B, Department of International Business Senior Class A, Department of International Business Senior Class B, Department of International Business
Course NameInvestment &Portfolio Management
InstructorCHUNG LING TAK
Credit3.0
Course TypeElective
Prerequisite
Course Objective
Course Description
Course Schedule












































































































































































Week Topic Content and Reading Assignment Teaching Activities and Homework Student workload expectation
In-class Hours Outside-of-class Hours
1 (5-Sep-2025) Course overview and quantitative tools Lecture notes Class 1 3 6
2 (12-Sep-2025) Financial market basics BKM Chapters 1,2,3 Class 2 3 6
3 (19-Sep-2025) Index replications BKM Chapter 5 Class 3 3 6
4 (26-Sep-2025) Portfolio choices I BKM Chapter 6 Class 4 3 6
5 (3-Oct-2025) Portfolio choices II BKM Chapters 7,8 Class 5 3 6
6 (10-Oct-2025) Holiday        
7 (17-Oct-2025) Midterm examination       6
8 (24-Oct-2025) Holiday        
9 (31-Oct-2025) CAPM  BKM Chapter 9 Class 6  3 6
10 (7-Nov-2025) CAPM applications BKM Chapters 11,13 Class 7 3 6
11 (14-Nov-2025) Multifactor model BKM Chapter 10 Class 8 3 6
12 (21-Nov-2025) Factor investing I Lecture notes and journal articles Class 9 3 6
13 (28-Nov-2025) Factor investing II Lecture notes and journal articles Class 10 3 6
14 (5-Dec-2025) Performance evaluation BKM Chapter 24 Class 11 3 6
15 (12-Dec-2025) Mutual funds and ETFs BKM Chapter 4 Class 12 3 6
16 (19-Dec-2025) Final examination       6

Teaching Methods
Teaching Assistant

TBA


Requirement/Grading

Examinations:



1. Midterm examination (50%).



2. Final examination (50%).


Textbook & Reference

Main textbook:



Investments, 11th Edition by Zvi Bodie, Alex Kane, and Alan Marcus, McGraw-Hill, 2019. (BKM)



Additional references:



Modern Portfolio Theory and Investment Analysis, 9th Edition by Edwin Elton, Martin Gruber, Stephen Brown, and William Goetzmann, Wiley, 2014.



Asset Management, A Systematic Approach to Factor Investing, 1st Edition by Andrew Ang, Oxford University Press, 2014.


Urls about Course
Attachment