Associate Lecturer - Investments and Portfolio Management (HE1)

Position Overview

The primary goal of this course is to provide students with the empirical methodologies and theoretical frameworks necessary for analyzing asset pricing models as well as assessing the efficiency of financial markets.

An additional aim is to impart techniques for effective portfolio management, performance assessment, and international asset allocation strategies.

Upon completion of this course, including all required readings and activities, students should be capable of:

• Assessing investment decisions through the lens of the empirical behavior of security prices.

• Describing and critically evaluating the empirical evidence related to the Capital Asset Pricing Model and Multifactor Models.

• Achieving proficiency in asset valuation utilizing factor models and the arbitrage pricing theory.

• Conducting and interpreting event studies to evaluate market efficiency.

• Recognizing investment anomalies and understanding their connection to return predictability.

• Critically analyzing key empirical insights within the field of behavioral finance.

• Measuring asset management performance and attributing it to various types of skills.

• Implementing asset management theories/models in an international context.

Qualifications

• A Ph.D. or Master’s Degree in a relevant field from a recognized institution.
• Additional requirements include:
• A minimum of 2 years of pertinent teaching experience at the higher education level is preferred.
• 5 years of relevant professional experience will be considered an advantage.
• Candidates must be available to teach daytime classes.
• Please note that only candidates selected for interviews will be contacted.