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Course 2014-2015 a.y.

30180 - EQUITY PORTFOLIO MANAGEMENT


CLEAM - CLEF - CLEACC - BESS-CLES - BIEMF
Department of Finance

Course taught in English


Go to class group/s: 31

CLEAM (6 credits - I sem. - OP  |  SECS-P/01) - CLEF (6 credits - I sem. - OP  |  SECS-P/01) - CLEACC (6 credits - I sem. - OP  |  SECS-P/01) - BESS-CLES (6 credits - I sem. - OP  |  SECS-P/01) - BIEMF (6 credits - I sem. - OP  |  SECS-P/01)
Course Director:
ANDREA BELTRATTI

Classes: 31 (I sem.)
Instructors:
Class 31: ANDREA BELTRATTI



Course Objectives

The course deals with methodologies to manage an equity portfolio. Students learn how to apply systematic methodologies to build diversified portfolios, determine expected returns, evaluate performance.


Course Content Summary

Topics: 

  • risk, return and the historical record
  • the efficient market hypothesis
  • behavioral finance and technical analysis
  • empirical evidence on security returns
  • portfolio performance evaluation
  • international diversification
  • hedge funds
  • the theory of active portfolio management

Detailed Description of Assessment Methods

Written, with intermediate exam. Evaluation will include active participation in class.


Textbooks
  • Z. BODIE, A. KANE, A. MARCUS, Investments and portfolio management, Mc Graw Hill, 2012, ninth edition, chapters 8, 11, 12, 13, 24, 25, 26.
Exam textbooks & Online Articles (check availability at the Library)

Prerequisites

Students are supposed to have basic knowledge of mathematics, statistics (linear regressions) and finance (the Markowitz optimization model, the Capital Asset Pricing Model and the Arbitrage Pricing Theory). Ideally, students should have already taken a course in Investments or Financial Economics.

Last change 04/12/2014 10:18
 

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