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Course 2005-2006 a.y.

8188 - ASSET MANAGEMENT


GM-LS - MM-LS - OSI-LS - AFC-LS - CLAPI-LS - CLEFIN-LS - CLELI-LS - CLEACC-LS - DES-LS - CLEMIT-LS - CLG-LS
Department of Finance

Course taught in English


Go to class group/s: 31

GM-LS (6 credits - I sem. - AI) - MM-LS (6 credits - I sem. - AI) - OSI-LS (6 credits - I sem. - AI) - AFC-LS (6 credits - I sem. - AI) - CLAPI-LS (6 credits - I sem. - AI) - CLEFIN-LS (6 credits - I sem. - AI) - CLELI-LS (6 credits - I sem. - AI) - CLEACC-LS (6 credits - I sem. - AI) - DES-LS (6 credits - I sem. - AI) - CLEMIT-LS (6 credits - I sem. - AI) - CLG-LS (6 credits - I sem. - AI)
Course Director:
BARBARA ALEMANNI

Classes: 31 (I sem.)
Instructors:
Class 31: BARBARA ALEMANNI


Course Objectives

This course aims at analyzing recent theoretical and empirical developments in portfolio management putting strong emphasis on asset classes selection, investment strategy and the evaluation of investment performance.


Course Content Summary
  • Multifactor models and asset allocation
  • International diversification and currency exposure management
  • Dynamic portfolio management and indexing
  • Asset-liability optimization
  • Asset class selection and evaluation
  • Bottom-up equity portfolio management
  • Alternative investments: commodities and hedge funds
  • Portfolio execution models: transaction cost analysis, program trading etc.
  • Performance evaluation and risk management

Detailed Description of Assessment Methods

The exam will be written. Both 1st and 2nd partial exams are available for students attending the course. A group assignment completes the evaluation.


Textbooks
  • Text book will be comunicated in the course syllabus distribuited to students.
Exam textbooks & Online Articles (check availability at the Library)
Last change 30/03/2005 00:00
 

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