Notes / 附註:
*APPLICANT PURSUING THIS COURSE WITH COURSE COMMENCEMENT DATE FALLING AFTER 10 AUGUST 2027 IS NOT ELIGIBLE TO CLAIM REIMBURSEMENT FROM CEF. / 申請人報讀於二零二七年八月十日後開課的課程並不能申領基金發還款項。

Entry Requirements / 入學要求:
(1) Applicants shall hold a Bachelor's degree with Honours or an equivalent qualification. (2) Applicants shall have taken at least one university or post-secondary certificate course in each of the following three subjects (calculus and algebra, computer programming and introductory statistics) or related areas. (3) Applicants shall fulfil the University Entrance Requirements.

Course Outline / 課程大綱:
1. Introduction to Modern Portfolio Analysis (3 hrs) 2. Mean-Variance Portfolio Theory (7.5 hrs) 3. Portfolio Selection in Practice (3 hrs) 4. Factor-Based Portfolio Analysis (6 hrs) 5. Robust Parameter Estimation (4.5 hrs) 6. Copulas (6 hrs) 7. Stochastic Volatility Modeling (3 hrs) 8. High Frequency Data Analysis (3 hrs)

Instructors' Qualifications / 導師資歷:
1. Education qualification: A Ph.D. degree in Statistics or related disciplines; and 2. Experience: At least 3 years’ experience in teaching statistics courses

Assessment / 課程評核要求:
(A) Assessment Items and Their Weightings: (1) coursework (40%) and (2) examination (60%) (B) Completion Requirements: (1) Passing: at least 40% overall passing mark (C) CEF Reimbursement Requirements: (1) Attendance requirement: at least 70% (2) Passing: at least 50% overall passing mark

Delivery Mode / 授課模式:
36 hours; FT or PT

Course Duration / 課時:
12 weeks

Effective Date / 課程生效日期:
11/08/2023

CEF Registration Invalid From / 基金課程登記失效日期:
11/08/2027