Investments and Portfolio Management: Pre-Reading for Lecture 1

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Lecture 1: Investment Environment, Risk and Return, Asset Allocation

(Historical Risk and Return, Mean-variance portfolio analysis, Utility Maximization, Real and Nominal Returns> 

Assignments: APS 1, QCS 1

• Read BKM Ch. 5.1-5.8, 5.10, 6, 7, 8.1-8.3 (You should have all received a copy of “Investments” in your Induction bags)
• (the preceding BKM Chapters 1-4 are descriptive. They provide basic institutional background on financial markets (review it if you are not familiar with it))

Please make sure you complete the online quiz before next Wednesday 14th October, 4pm. You can find the online quiz on Blackboard (www.learn.imperial.ac.uk) Risk Management and Financial Engineering (Investments and Portfolio Management) à Assessment (on the left under “Course Tools”)