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
Course taught in English
Go to class group/s: 31
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.
Top-Down and Bottom-Up allocation models
Strategic Asset Allocation: beyond the Markowitz Model
International diversification and currency exposure management
Asset class selection and evaluation
Dynamic portfolio management
Multifactor models and Tactical Asset Allocation
Stock Selection and Stock screening Models
Alternative investments: commodities and hedge funds
Portfolio execution models: transaction cost analysis, program trading etc.
Performance evaluation and risk management
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.
Text book is communicated in the analytic syllabus distributed to students.