Магистратура
2020/2021
Управление инвестиционным портфелем
Статус:
Курс обязательный (Финансовый аналитик)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Банковский институт
Где читается:
Банковский институт
Когда читается:
2-й курс, 1 модуль
Формат изучения:
без онлайн-курса
Преподаватели:
Шенкер Олег Арнольдович
Прогр. обучения:
Финансовый аналитик
Язык:
английский
Кредиты:
3
Контактные часы:
36
Course Syllabus
Abstract
This course is targeted on a developing of theoretical knowledge and practical skills in the field of securities’ analysis and portfolio management. Course starts with standard Modern Portfolio Theory (MPT) discussing historical background of theory development and consecutive efforts in testing its concepts and statements. Number of potential attempts to improve theory and fix market anomalies contradicting it discussed in consecutive parts of this course. At the end, several most current portfolio theories are presented including behavioral prospect theory and adaptive market hypothesis.
Learning Objectives
- The primary objective of the course is to study the theory and empirical evidence relevant for investing, particularly in the context of portfolio management
Expected Learning Outcomes
- Upon completion of the course, students should be able to: • understand basic approaches to and principles of investment project management; • learn a common investment project life cycle; • identify, assess and manage key investment project risks; • assess a project’s economic and financial efficiency; • be aware of the types of documentation involved at various stages of project implementation.
Assessment Elements
- the solution of three practical cases
- short presentation in class
- final exam
- the solution of three practical cases
- short presentation in class
- final exam
Interim Assessment
- Interim assessment (1 module)0.4 * short presentation in class + 0.6 * the solution of three practical cases
Bibliography
Recommended Core Bibliography
- Corporate finance, Berk, J., 2014
- Damodaran, A. (2015). Applied Corporate Finance (Vol. Fourth edition). Hoboken, New Jersey: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=1639191
Recommended Additional Bibliography
- Chacko, G., & Evans, C. (2014). Valuation: Methods and Models in Applied Corporate Finance. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsbas&AN=edsbas.931E9DBB