Teori Portofolio Dan Analisis Investasi_Genap 20_21

Portfolio Theory and Investment Analysis discusses and explains the methods, techniques, and the strategy to implement invesments of various papers (stocks, bonds, mutual funds, etc.) in the risky ennvirontments where there exists the trade offs between risks and returns. Competence standards which are the primary focus of the  Portfolio Theory and Investment Analysis  (PTIA) EBE 612348 are (a) definition and environments of Portfolio Theory and Investment Analysis (b) identification of asset classification and financial instruments (c).portfolio theory and mutual funds as well as investments in real estate and tangible investmenbts (d) index model (new topic in this semester) (e)   asset price determination and performance measurement) (f) capital market equilibrium (g) securities analysis, common stocks, fixed-income securities, convertible securities and preferred stocks, and derivative securities (h) option market, evaluation of option, hedge funds and SWAPS, (i)  administration of investments, and (j) management and controlled portfolio and active portfolios  (k) investment policy and Certified Financial Analyst, CFA (new topics) and (l). investment valuation.

This subject has been been emerging as one of the important topics in the financial analysis and behavioral finance  since the publication of Markowitz on portfolio selection in 1952.  Markowitz  was  inaugrated a Noble Laurette in 1990. The portfolio theory and investment analysis has been rapidly developed along with the advancements in ICT as well as the progress in the application of quantitative methods and analysis of portfolio selections. The development in this subject has been becoming more attracting with the inclusion of behavioral finance and the trade off between risk and returns as indispensable  topics in the theory of portfolio and investment analysis. Various comprehensive researches showed that theory of portfolio and investment analysis has been becoming importnat subject, both as development of theory as well as its application in business to determine the profitable selection and diversifications of portfolio in order to gain profits with less risks incurred. Standard textbooks are used in this course such as  Bodie et al, Haugen, Damodaran, Gitman, and Solnik (see references).

After completing this course, the students may pursue their careers in treasurer department in banking business, trader in the capital market, international investment, and taking further career as certified wealth analyst (CWA) or certified financial analyst (Bodie’s book provide examples of CFA examinations)