Investments and Portfolio Management


This module provides you with a critical understanding of techniques used for investments and portfolio management. The teaching is accompanied by case studies and realistic practical examples that you will solve each week using programming software such as Eviews/R. By the end of the module you will be able to implement trading strategies and portfolio construction methods in a wide range of data including traditional financial products as well as crypto assets.

Learning Outcomes

On completing the course the students will:

  • Be able to apply different strategies for modern portfolio management such as market timing, equitisation, long/short investing, tactical asset allocation, and international diversification
  • Understand the characteristics of various asset classes and their role in asset management
  • Appreciate the contemporary trends and developments in asset management industry
  • Be able to contribute to the identification of mispriced securities and to shaping and implementation of portfolio management strategies
  • Be able to evaluate complex portfolio selection and asset pricing problems.
  • Be able to explore the properties of mixed portfolios combining traditional stocks with cryptocurrencies.
  • Taking advantage of the behavioral content of big data to build resilient and realistic portfolios.

Knowledge and Understanding:

The course will make it possible for participants:

  • Appreciate the characteristics of different asset classes
  • Understand the practical implications of diversification
  • Appreciate the benefit and costs of different trading strategies.
  • Develop the necessary autonomy to read market trends and adapt accordingly portfolios.


  • Use industry standard fund management databases
  • Use industry standard risk and performance systems.
  • Familiarize with alternative techniques of portfolio construction.


  • Introduction to Asset Management Concepts and Techniques
  • Client Objectives and Investment Policy
  • Portfolio Theory
  • Asset Allocation
  • Security Selection
  • Portfolio Risk Management
  • Institutional Investing I – Mutual Funds and ETFs
  • Institutional Investing II – Hedge Funds
  • Institutional Investing III – Commodities investments and other investment forms
  • Fintech in Investment Management.
  • Characteristics of cryptocurrencies as a special class of investment.
  • Investment Portfolio Performance Evaluation