Currículo
Case Studies in Financial Engineering CSFE
Contextos
Groupo: Finance > 2º Ciclo > Parte Escolar > Unidades Curriculares Obrigatórias
ECTS
6.0 (para cálculo da média)
Objectivos
This course aims to provide a deep understanding of the structure of an Investment Policy Statement (IPS) and of the portfolio management process, which includes the following specific learning objectives: - Set risk and profitability objectives - Analyze the macroeconomic environment - Identify sources of value at corporate level - Understand the asset allocation process - Strategic and tactical asset allocation - Take on asset allocation - Explain the difference between Active and Passive Management - Understanding the use of derivatives in portfolio management - Portfolio management with investment in alternative assets - Know the impact of international diversification - Measure portfolio performance
Programa
1. Portfolio objective and investment policy 2. Macro and Micro Analysis 3. Active versus passive portfolio management 4. Derivatives in Portfolio Management 5. Alternative Investments 6. International Diversification 7. Portfolio evaluation
Método de Avaliação
Individual Assignments (60%): A. Individual Assignment 1 - Quiz (20%) B. Individual Assignment 2 – Paper Presentation (10%) C. Individual Assignment 3 - Individual approach to the IPS (group work) (30%) Group Work Assignment (40%): D. Develop a comprehensive Investment Policy Statement. Industry.
Carga Horária
Carga Horária de Contacto -
Trabalho Autónomo - 0.0
Carga Total -
Bibliografia
Principal
- CFA Program Curriculum Level I , II and III (2022): CFA Institute 2022
- Investment Philosophies: Aswath Damodaran 2012