Semester	Fall Semester, 2025
Department	MA Program of International Business, First Year MA Program of International Business, Second Year
Course Name	Investment & Portfolio Management
Instructor	CHUNG LING TAK
Credit	3.0
Course Type	Elective
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