CUHK ASI Sample Class
Date:
15 December, 2023 (Friday)
Time:
4:30pm - 5:30pm (Hong Kong Time, GMT+8)
Venue:
Online (ZOOM)
Language:
English
 
Topic:
Modern Portfolio Theory and Its Applications (現代投資組合理論及其應用)
Guest Instructor:
Prof. Johnny Li
Host:
Prof. Andrew Ng
Abstract:
The purpose of this sample class is to provide prospective students with an understanding of the typical execution of a course within the ASI programme. The sample class is derived from the course “Modern Portfolio Theory and Its Applications,” which aims to educate students on how rational investors can construct their investment portfolios. Through the utilization of mathematics, probability, and statistics, the class will explore the optimal allocation of investment among numerous potential opportunities, assuming assets are accurately priced. Additionally, students will study different measures of investment risk and examine the application of modern portfolio theory in actuarial work.

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