Course Islamic Portfolio and Investment Management Program

This course is responsible for independently developing skills in understanding the theory of Islamic portfolio management and investment. Students will learn to work well both individually and in groups, able to analyze company financial data for decision-making, and understand the investment decision-making process and Shariah capital market instruments. They will also study return and risk analysis, formulate optimal portfolios based on the Markowitz and Single Index Model (SIM) models, and formulate the Capital Asset Pricing Model (CAPM) and Arbitrage Pricing Theory (APT) models in asset pricing calculations. Additionally, students will learn about efficient market forms, fundamental and technical analysis, as well as strategies for investing in Shariah bonds and evaluating Shariah investment performance.   Course Materials: · Investment decision-making process and Shariah capital market instruments · Return and risk analysis · Optimal portfolios based on the Markowitz model · Optimal portfolios based on the Single Index Model (SIM) · Capital Asset Pricing Model (CAPM) in asset pricing calculations ·  Arbitrage Pricing Theory (APT) in asset pricing calculations ·  Forms of efficient markets and formulating fundamental and technical analyses ·   Shariah bond investment strategies Mutual funds and evaluating Shariah investment performance

Program Objectives (PO)