Job Description
First objective of the course is to equip students with the empirical methods and theories for the analysis of asset pricing models and the efficiency of financial markets.
Further objective is to provide methods for portfolio management, performance evaluation, and international asset allocation.
At the end of this course and having completed the essential reading and activities students should be able to:
• Evaluate investment decisions by examining the empirical behaviour of security prices.
• Outline and critically assess the empirical evidence of the Capital Asset Pricing Model and Multifactor Models.
• Master asset valuation by factor models and the arbitrage pricing theory.
• Produce and analyse event studies to test market efficiency.
• Identify investment anomalies and their link to return predictability.
• Critically evaluate the main empirical findings in behavioural finance.
• Measure asset management performance and attribute it to different types of skill.
• Apply asset management theories/models within an international context.
Job Requirement
A Ph.D or Master's Degree in related discipline from a reputable university.
Other requirements:
- At least 2 years of relevant teaching experience at the tertiary level is preferred
- 5 years of relevant work experience will be an added advantage
- Applicant must be able to teach day time classes.
We regret that only shortlisted candidates will be notified.