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
Course taught in English
Go to class group/s: 31
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.
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Multifactor models and asset allocation
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International diversification and currency exposure management
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Dynamic portfolio management and indexing
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Asset-liability optimization
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Asset class selection and evaluation
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Bottom-up equity portfolio management
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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
The exam will be written. Both 1st and 2nd partial exams are available for students attending the course. A group assignment completes the evaluation.
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Text book will be comunicated in the course syllabus distribuited to students.