This course is a graduate level course of investment management for students already having relevant undergraduate background. The purpose of the course is to equip students with advanced knowledge on portfolio theory, asset pricing, and investment analysis. The course begins with a review on financial markets and security valuation. The topics then cover mean-variance portfolio theory, factor pricing models, portfolio performance evaluation, and behavioral finance. Related empirical journal articles are assigned for group presentations. There will also be a mid-term exam and a final exam.