Program Overview

Portfolio Management (MSIN0104)

Key Information

• Faculty: Faculty of Engineering Sciences
• Teaching department: UCL School of Management
• Credit value: 15
• Restrictions: This module is restricted to students on the MSc Finance programme (TMSFINSING01).

Alternative Credit Options

There are no alternative credit options available for this module.

Description

This module provides a rigorous quantitative foundation in portfolio management, establishing the analytical frameworks essential for modern portfolio construction. Students will explore the mathematical principles of mean-variance optimization, the derivation of the efficient frontier, and the equilibrium pricing of the Capital Asset Pricing Model (CAPM). The module covers key academic topics including risk diversification, factor models, market efficiency, and portfolio risk management. As such, the topics are aligned to the portfolio management segment in the CFA programme.

Module Deliveries for 2026/27 Academic Year

• Intended teaching term: Term 2
• Postgraduate (FHEQ Level 7)

Teaching and Assessment

• Mode of study: In person
• Methods of assessment:
  • 60% Exam
  • 40% Group activity (2 assessments)
• Mark scheme: Numeric Marks

Other Information

• Number of students on module in previous year: 187

Important Information

The catalogue has been updated with key information about the modules that will run during the 2026/27 academic session. Current and prospective students can browse through the catalogue to consider possible module choices for the coming year. Please note, information in the catalogue is subject to change as teaching and assessment arrangements for 2026/27 may need to be adjusted in line with the University's Feedback and Assessment principles and operating model. Centrally managed exam durations will be provided on students' individual exam timetables. Arrangements for locally managed timed assessments and in-class activity will be confirmed by the teaching department for the module.