8188 - ASSET MANAGEMENT
MM-LS - AFC-LS - CLAPI-LS - CLEFIN-LS - CLELI-LS - DES-LS - CLG-LS - M-LS - IM-LS - ACME-LS - EMIT-LS
Department of Finance
Course taught in English
Go to class group/s: 31
MM-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) - DES-LS (6 credits - I sem. - AI) - CLG-LS (6 credits - I sem. - AI) - M-LS (6 credits - I sem. - AI) - IM-LS (6 credits - I sem. - AI) - ACME-LS (6 credits - I sem. - AI) - EMIT-LS (6 credits - I sem. - AI)
Course Director:
MARCO NAVONE
MARCO NAVONE
Course Objectives
This course aims at analyzing the allocation process for a portfolio of financial assets developing theoretical knowledge and computer-related skills for the implementation of the most widely used models. Strong emphasis is put on the implementation of dynamic equity portfolio strategies and on the evaluation of investment performances.
Course Content Summary
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Top-Down and Bottom-Up allocation models
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Strategic Asset Allocation: beyond the Markowitz Model
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International diversification and currency exposure management
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Asset class selection and evaluation
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Dynamic portfolio management
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Multifactor models and Tactical Asset Allocation
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Stock Selection and Stock screening Models
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Alternative investments: commodities and hedge funds
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Portfolio execution models: transaction cost analysis, program trading etc.
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Performance evaluation and risk management
Detailed Description of Assessment Methods
Attending students
The evaluation is based for the 50% on a group assignment and for the remaining 50% on a final written exam.
Non attending students
The evaluation is based for the 30% on an individual assignment and for the remaining 70% on a final written exam.
Textbooks
Text book is communicated in the analytic syllabus distributed to students.
Last change 08/04/2008 12:09