2014 Fall Syllabus PTA I
Course Syllabus
Portfolio Theory and Application I
Finance Department, School of Business
Fall 2014
Instructor Information
Instructor:
Telephone:
E-mail:
Office Hours:
Aimei Zhong, CFA, CAIA
610-833-2691 (c) aimei.zhong@villanova.edu Monday 8:15 – 8:45pm or by appointment
Course Identification
Course Numbers:
Course Name:
Course Location:
Class Times:
MSF 8640
Portfolio Theory and Applications I
Bartley Hall 3069
Monday 5:30pm – 8:15pm
Course Description/Overview
A hands-on class where students manage real-dollar portfolios using various investment approaches. All students will participate in live portfolio management while developing their financial analysis skills through a combination of rigorous fundamental research and quantitative techniques. Students will have chance to learn from market practitioners and industry experts.
Course Learning Objectives
The class will manage two funds, Haley Large Cap Fund and Coleman Fund, during the two semesters. Through the process of constructing and monitoring funds, the students should reach the following learning goals.
-
Understand investment policy and implement it in real portfolio management
Understand social responsible investing and execute the rules
Learn and implement the complete procedures of investing (investment philosophy, universe screening, country/sector analysis, detailed stock analysis, portfolio construction, trade execution, performance measurement, and risk monitoring)
Learn the difference in a variety of investment universes and tools (stocks vs. ETF fund, international ADRs vs. US stocks, etc)
1
-
Learn the distinction in various investment processes (quant vs. fundamental, topdown vs. bottom up) and various investment styles (value vs. growth, contrarian vs. momentum, large cap vs. small cap, etc).
Understand tactical asset allocation and implement it in real portfolio
Learn to read, design, and run performance attribution and risk analysis report
Learn to exploit various databases for
Portfolio Theory and Application I
Finance Department, School of Business
Fall 2014
Instructor Information
Instructor:
Telephone:
E-mail:
Office Hours:
Aimei Zhong, CFA, CAIA
610-833-2691 (c) aimei.zhong@villanova.edu Monday 8:15 – 8:45pm or by appointment
Course Identification
Course Numbers:
Course Name:
Course Location:
Class Times:
MSF 8640
Portfolio Theory and Applications I
Bartley Hall 3069
Monday 5:30pm – 8:15pm
Course Description/Overview
A hands-on class where students manage real-dollar portfolios using various investment approaches. All students will participate in live portfolio management while developing their financial analysis skills through a combination of rigorous fundamental research and quantitative techniques. Students will have chance to learn from market practitioners and industry experts.
Course Learning Objectives
The class will manage two funds, Haley Large Cap Fund and Coleman Fund, during the two semesters. Through the process of constructing and monitoring funds, the students should reach the following learning goals.
-
Understand investment policy and implement it in real portfolio management
Understand social responsible investing and execute the rules
Learn and implement the complete procedures of investing (investment philosophy, universe screening, country/sector analysis, detailed stock analysis, portfolio construction, trade execution, performance measurement, and risk monitoring)
Learn the difference in a variety of investment universes and tools (stocks vs. ETF fund, international ADRs vs. US stocks, etc)
1
-
Learn the distinction in various investment processes (quant vs. fundamental, topdown vs. bottom up) and various investment styles (value vs. growth, contrarian vs. momentum, large cap vs. small cap, etc).
Understand tactical asset allocation and implement it in real portfolio
Learn to read, design, and run performance attribution and risk analysis report
Learn to exploit various databases for