Fund Management
Module leader: Dr Aneel Keswani, Cass Business School
Duration and timing: total of 24 hours, Summer Term
Overview
The aim of this module is to give you a thorough understanding of the issues that are relevant to the asset management industry, with special emphasis on portfolio performance evaluation.
This module develops both theoretical and practical knowledge in the area of asset management. Although not intended to track the Chartered Financial Analysts (CFA) syllabus, it should prove useful to any students who plan to take this qualification or to enter the investment management industry as a portfolio manager or security analyst.
Areas covered will include:
- Anomalies and market efficiency
- Asset-pricing models designed to address anomalies
- Portfolio performance evaluation
- Mutual funds
- Hedge funds
- Passive investment and exchange traded funds (ETFs)
- Overview of other types of funds, including closed-end funds, sovereign wealth funds, private equity funds and endowment funds
Assessment
A case study analysis assignment, plus a presentation
