投资组合管理：评估作业格式要求Portfolio Management：ASSESSED COURSEWORK

Oct 2010 – May 2011 COHORT

 

The assessment for this module consists of both examination [75% of module mark] and coursework [25% of module mark]. The coursework assessment takes the form of one piece of written work. This piece of work should not use more than 2000 words [excluding tables / figures etc]. The deadline for submission of this work is 01 Mar 2011.评估该模块包括两个检查模块的标志[75％]和课程模块标记] [25％。课程评估采用书面工作单的形式。http://www.ukthesis.org/kjzy这件作品不应该使用超过2000字[不包括表/图等]。提交这项工作的截止日期是2011年3月1日。

 

To pass this module, coursework must be at least 35% and exam must be at least 35% and Module Mark must be at least 40%.要通过这个模块，课程必须至少有35％和考试必须至少有35％和模块标记必须是至少40％。

 

 

INDIVIDUAL ASSIGNMENT TOPIC个人essay主题

 

‘How modern portfolio theory can be used to manage the portfolio of your own?’现代投资组合理论如何可以用来管理你自己的投资组合呢？

 

ASSIGNMENT GUIDE分配指南

 

You are required to form an investment portfolio of at least two assets. They can be any financial assets (company shares are more common, but you can also choose market or sector indices although in real world they are not directly investable).您需要形成一个至少有两种资产的投资组合。它们可以是任何金融资产（公司的股份是比较常见的，但你也可以选择虽然在现实世界中，他们不能直接投资的市场或行业指数）。

 

Your report will include some analysis of the risk and return of each individual asset you have chosen but will mainly comprise analysis and comments on the risk management of your entire portfolio.您的报告将包括一些分析你所选择的各单项资产的风险和回报，但将主要包括你的整个投资组合的风险管理分析和评论。

 

Your discussion may include your analysis of some of the following:你的讨论内容可能包括以下一些分析：

[a] The risk and return profile of your investment. How risk and return can be measured at individual assets and portfolio levels.

[b] How and why do you choose these particular assets? How do you allocate weights to each asset in your portfolio?

[c] How modern portfolio theory can be applied to portfolio management practice.

[d] Investment decision should be made upon investors’ risk and return expectations. e.g. if you expect to receive higher returns, you have to be exposed to higher risks.

[e] The limitations of applying modern portfolio theory.#p#分页标题#e#

 

The above is not intended to be definitive / exhaustive but offers some guidance on issues you MAY address in your discussion. 

Marks will be awarded to students’ own analysis and discussion on the topic rather than simply rephrasing relevant theories. 

Your discussion should avoid quoting long passages taken directly from company reports / financial statements and other relevant researches. The focus of this work should be on the application of modern portfolio theory.

These are individual coursework. Although students can discuss their coursework, coursework by different students use the EXACT same numerical examples (i.e. same portfolio with same constituents and weights for the same period of time) will be treated as plagiarism.

 

ASSIGNMENT AIMS / LEARNING OUTCOMES.

 

The learning outcomes that this coursework is intended to assess are:

 [a] Your appreciation of the risk and return involved with investment in different financial assets, and how these can be measured.

 [b] Your understanding of how modern portfolio theory can be applied to manage the overall risk of your investments.

 

SOURCES OF INFORMATION

 

In addition to the general references to essential and recommended textbooks provided in the Teaching Plan and Module Guide you may find some of the following useful for gathering information for your analysis:

 

 

REFERENCING / PLAGIARISM

 

You are reminded of the importance attached to the appropriate and correct referencing of the sources for your assessed coursework. See the Student Handbook for appropriate advice on the referencing of sources and the avoidance of plagiarism.

 

Coursework deadlines 

 

Coursework Resit Assignment

NB All coursework must be submitted by 4pm on the deadline day Day Month Year

01 Mar 2011

 

 

Marking Scheme

 

Marks are awarded based on the overall quality of the work, the followings works as a guideline of the marking:

 

>= 70%

Demonstrate comprehensive understanding of the topic.

The topic is covered and presented very well.

Evidence of great efforts on research and study.

Excellent referencing and literature review.

Clear structure with strong links between chapters.#p#分页标题#e#

60-69%

Demonstrate clear understanding of the topic

The topic is well covered and presented.

Evidence of extensive efforts on research and study

Extensive literature considered and analyzed.

Clear, accurate and consistent referencing. 

Clear, well linked structure.

50-59%

Demonstrate clear understanding of the topic

The topic is fairly covered and presented.

Evidence of some efforts on research and study

Satisfactory range of literature considered 

Clear and accurate referencing. 

Well structured and clear.

40-49%

Demonstrate limited understanding of the topic

The topic is poorly studied and presented.

Evidence of some efforts on research and study

Some literature considered

Acceptable referencing and clear structure

35-39%

Demonstrate few understanding of the topic

The topic is poorly studied and presented, with several fallacies.

Lack of efforts and research conducted

Insufficient literature considered

Poor presentation

Inconsistent referencing

<35%

Demonstrate false understanding of the topic. 

The topic is mistakenly studied and presented, and/or the topic not covered at all.

No evidence of research conducted and study.

No discussion of findings.

Inadequate presentation with inconsistent referencing.