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FTM 102: Investment Theory & Portfolio Management

Course Code FTM 102
Course Name Investment Theory & Portfolio Management
Department Finance
Semester Offered Even (usually Term 2)
Tuition Hours 30 hours
Course Level Intermediate
Pre-requisite -
Co-requisite QMA 102: Probability & Statistics for Finance
TFS 102: Data Analysis & Financial Modeling
Course Objective Investing is not about picking stocks. It is about making decisions under uncertainty with incomplete information and real consequences. This course introduces the intellectual backbone of modern investing: risk, return, diversification, market efficiency, and factor-driven thinking.

Students will move from naive intuition to structured thinking. Why diversification works. Why most investors underperform. Why markets are hard to beat. And when they are not.

The goal is simple: to think like someone responsible for capital. Not someone giving opinions, but someone allocating money with discipline, logic, and accountability.
Course Philosophy This course emphasizes
  • Frameworks over stock tips
  • Decision-making under uncertainty, not hindsight explanations
  • Building portfolios, not chasing returns
You will not be rewarded for being right once. You will be rewarded for being consistently rational.
Course Learning Outcomes Upon successful completion of this course, students will be able to:
  • Understand and quantify risk and return using statistical and financial measures.
  • Construct diversified portfolios using modern portfolio theory principles.
  • Apply and critique models like CAPM and factor models in real markets.
  • Evaluate investment strategies using performance attribution and benchmarking.
  • Make disciplined investment decisions under uncertainty and defend them with logic and data.
Course Author Sagar Udasi
MSc Statistics and Data Science with Computational Finance from The University of Edinburgh.
Contact: sagar.l.udasi@gmail.com
Course Organiser TBD
No. Lecture Title Concepts Covered Lecture Objective
01 Why Most Investors Lose Money Active vs passive investing, behavioral traps, market reality Reset expectations early. Students must understand that investing is not easy before they start managing real capital in the capstone.
02 What Does “Return” Actually Mean? Absolute vs relative returns, compounding, CAGR Build clarity on how performance is measured before they start tracking portfolio outcomes.
03 Risk Is Not What You Think Volatility, variance, downside risk, drawdowns Shift thinking from returns to risk. Critical for avoiding reckless decisions in live portfolios.
04 The Only Free Lunch in Finance Diversification, correlation, covariance Teach why diversification works so students don’t overconcentrate in their capstone portfolio.
05 Can You Really Beat the Market? Efficient Market Hypothesis (weak, semi-strong, strong) Ground students in reality. Helps define whether they are competing against the market or riding it.
06 Building Your First Portfolio Asset allocation basics, constraints, objectives Directly applied to CAPSTONE 102. Students begin structuring their portfolio.
07 Risk vs Return Tradeoff Efficient frontier, portfolio optimization intuition Help students understand tradeoffs instead of chasing maximum returns blindly.
08 The Math Behind Diversification Covariance matrices, portfolio variance Connect statistical thinking from QMA 102 to real portfolio construction.
09 CAPM: The Simplest Model That Changed Finance Beta, market risk, expected returns Introduce a core model used across industry. Students begin estimating expected returns.
10 Why CAPM Is Both Useful and Wrong Limitations of CAPM, real-world deviations Teach critical thinking. Models are tools, not truths.
11 What Actually Drives Returns Factor investing (value, momentum, size, quality) Move beyond CAPM. Students start identifying real drivers of performance.
12 Smart Beta and Systematic Investing Factor portfolios, rules-based investing Show how institutional investors operationalize factors.
13 Measuring Performance Like a Pro Sharpe ratio, alpha, beta, information ratio Essential for capstone reporting and evaluation.
14 Attribution: Why Did You Make or Lose Money? Performance attribution, sector vs stock selection Students learn to explain results, not just report them.
15 Benchmarking Is Not Optional Indexes, benchmarks, tracking error Teach accountability. Every portfolio must be compared against something.
16 Portfolio Construction in the Real World Constraints, transaction costs, liquidity Bridge theory and execution. Helps avoid unrealistic strategies.
17 When Diversification Fails Correlation breakdowns, crises behavior Prepare students for stress scenarios in markets.
18 Decision-Making Under Uncertainty Probabilistic thinking, expected value Reinforce rational thinking in ambiguous situations.
19 Building Your Investment Philosophy Personal frameworks, strategy definition Students formalize their approach before final capstone decisions.
20 Investment Committee Simulation Portfolio defense, critique, iteration Mimics real-world investment committees. Direct preparation for capstone presentations.
Component Weightage
Portfolio Construction Assignment (Team-based) 25%
Investment Thesis Reports (2) 25%
Investment Committee Simulation (Oral Defense) 20%
Final Written Examination (2 hours) 30%
Type Resource Provider
Lecture Investment Management Series Aswath Damodaran (NYU Stern)
Lecture Portfolio Management Course Yale SOM (David Swensen archives)
Reading The Little Book of Common Sense Investing John C. Bogle
Reading Expected Returns Antti Ilmanen
Tool Portfolio Visualizer Online Tool
Tool Yahoo Finance + Python (pandas) Practical Data Analysis