Course Islamic Portfolio and Investment Management Program

Course Description

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)

Bertanggung jawab atas pekerjaan secara mandiri.
Mampu menguasai teori tentang manajemen portofolio dan investasi Islam.

Mampu bekerja dengan baik secara mandiri dan kelompok.
Mampu menganalisis informasi data keuangan perusahaan untuk mengambil keputusan

Aktifitas Pembelajaran

Pertemuan 1
Menganalisis proses keputusan investasi dan instrumen pasar modal syariah
Date 30 Agustus 2023
Pertemuan 2
Menganalisis proses keputusan investasi dan instrumen pasar modal syariah
Date 6 September 2023
Pertemuan 3
Menganalisis return dan resiko
Date 13 September 2023
Pertemuan 4
Merumuskan dan menganalisis portofolio yang optimal berdasarkan model Markowitz
Date 20 September 2023
Pertemuan 5
Merumuskan dan menganalisis portofolio yang optimal berdasarkan model Single Index Model (SIM)
Date 27 September 2023
Pertemuan 6
Merumuskan model Capital Asset Pricing Model (CAPM) dalam perhitungan harga aset
Date 4 Oktober 2023
Pertemuan 7
Merumuskan model Capital Asset Pricing Model (CAPM) dalam perhitungan harga aset
Date 11 Oktober 2023
Pertemuan 8
Date 18 Oktober 2023
Pertemuan 9
Merumuskan model Arbitrage Pricing Theory (APT ) dalam perhitungan harga aset
Date 25 Oktober 2023
Pertemuan 10
Merumuskan model Arbitrage Pricing Theory (APT ) dalam perhitungan harga aset
Date 1 November 2023
Pertemuan 11
Menganalisis bentuk pasar efisien dan merumuskan analisis fundamental dan teknikal
Date 8 November 2023
Pertemuan 12
Menganalisis bentuk pasar efisien dan merumuskan analisis fundamental dan teknikal
Date 15 November 2023
Pertemuan 13
Menganalisis strategi investasi obligasi syariah
Date 22 November 2023
Pertemuan 14
Menganalisis strategi investasi obligasi syariah
Date 29 November 2023
Pertemuan 15
Merumuskan, menganalisis reksadana dan penilaian kinerja investasi syariah
Date 6 Desember 2023
Pertemuan 16
Merumuskan, menganalisis reksadana dan penilaian kinerja investasi syariah
Date 20 Desember 2023