Key words
portfolio theory , portfolio selection, portfolio performance
Objectives
students in the practical management of investment portfolios
Prerequisites
Basic knowledge of financial instruments and the structure of financial markets
Topics
After an introduction about the statistical properties of investable assets, the focus goes out to portfolio theory. The stress in this course is on the composition of a portfolio accounting for the risk-return relationship. The student has to be able to compose an investment portfolio and evaluate its performance. Special attention is hence paid to portfolio selection and portfolio performance analysis. At each stage of the investment process, the basic theoretical models required for the management of portfolios are outlined.
Teaching Methods
Ex-cathedra with class applications
Materials used
The course is based on the following manual:
-'Investments', Bodie, Kane & Marcus, Mc Graw Hille
-'Modern Portfolio Theory and Investment Analysis', Elton and Gruber, Wiley and Sons
-'Capital Markets', Fabozzi and Modigliani, Prentice hall
-'Modern Investment Theory', Haugen, Prentice Hall
Study guidance
Practical applications are given during the sessions, with partial solutions. The student can allways contact the Prof. to ask more details and questions. Furthermore, halfway the sessions and at the end of the sessions, the content will be reviewed in order to clarify what the stresses are in these course and allowing for more questions.
Assessment
Oral exam
Study costs
+/- 12.45 € or 11.5$
Lecturer(s)
John Crombez
Language
Dutch
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