Магистратура
2021/2022
Управление активами
Лучший по критерию «Полезность курса для Вашей будущей карьеры»
Лучший по критерию «Полезность курса для расширения кругозора и разностороннего развития»
Лучший по критерию «Новизна полученных знаний»
Статус:
Курс по выбору (Стратегическое управление финансами фирмы)
Направление:
38.04.08. Финансы и кредит
Кто читает:
Школа финансов
Где читается:
Факультет экономических наук
Когда читается:
2-й курс, 1, 2 модуль
Формат изучения:
без онлайн-курса
Охват аудитории:
для своего кампуса
Преподаватели:
Родина Виктория Алексеевна
Прогр. обучения:
Стратегическое управление финансами фирмы
Язык:
английский
Кредиты:
5
Контактные часы:
40
Course Syllabus
Abstract
The course encompasses the study and practice of asset management. The course provides students with a learning experience primarily from a practical perspective ensuring that graduates are ready and able to fulfil their potential as future successful asset managers. For this purpose, the course is comprehensive of leading-edge applied academic research and commercial best practice at a global level. The course focuses primarily on investment-centric topics leaving aside client-centric topics. It gives an insight into asset management as it is currently understood and practiced to make sound and balanced investment decision-making. In addition to a path of an asset manager the course is useful for pursuing a career of a wealth manager, plan sponsor , investment officer, in-house or independent financial advisor, and financial analyst. The course gives students the opportunity to study topics for the level I and level II CFA exam.
Learning Objectives
- To give students an integrated and systemic view of asset management with a blend of commercial best practice and market-facing research
- To familiarize students with the modern shape of the asset management industry and key factors governing demand and supply
- To familiarize students with basic investment strategies and techniques as well as with emerging trends in asset allocation
- To give students an opportunity to learn analytical and technical financial skills and investment decision-making skills to successfully perform in an increasingly complex finance environment
Expected Learning Outcomes
- Employ fundamental and advanced theory and practice to manage investment portfolios efficiently and effectively
- Evaluate relevance of a range of financial and non-financial assets to designated investment objectives
- Possess sufficient knowledge and flexibility in developing each stage of the investment management process and in taking qualified decisions at each stage
- Understand the logic of the investment management process, its key concepts and qualitative and quantitative techniques
Course Contents
- Fixed-income portfolio management
- Equity portfolio management
- Passive and active asset management
- Sophisticated asset management
Assessment Elements
- Non-graded home assignmentStudents are expected to prepare home assignments for some tutorials. These home assignments are not graded and provide a self-check option for students. There is no make-up policy for non-graded home assignments.
- Report preparation and deliveryIf a student from a team of students misses their tutorial presentation and does not have an admissible excuse, this student will get the null grade. Otherwise this student will get the same grade as the rest of the team. An admissible excuse means that a student is ill on the date of their tutorial presentation. If a student from a team of students does not contribute to preparing their tutorial presentation and does not have an admissible excuse this student will get the null grade. Otherwise, this student will be given an opportunity to join another team. An admissible excuse means that a student is ill for no less than 50% of the preparation period which starts on the date the home assignment is announced and ends on the date the tutorial presentation is delivered.
- Final testA student who misses the final test and does not have an admissible excuse will not resit it. The null grade will be given. An admissible excuse means that a student is ill on the final test date. If this student misses the final test with an admissible excuse, we will make it up in due time. A student who fails the course will have a resit exam in all topics of the course in due time. The resit exam weight is 100%. The final test is held either in the classroom or online depending on the epidemiological situation. If held online, the final test will be published on platform Moodle (https://et.hse.ru) and accessible and proctored from platform Examus (https://hse.student.examus.net).
Bibliography
Recommended Core Bibliography
- Brunnermeier, M. K. (2001). Asset Pricing under Asymmetric Information: Bubbles, Crashes, Technical Analysis, and Herding. Oxford University Press. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsrep&AN=edsrep.b.oxp.obooks.9780198296980
- Maginn, J. L. (2007). Managing Investment Portfolios : A Dynamic Process (Vol. 3rd ed). Hoboken, N.J.: Wiley. Retrieved from http://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=edsebk&AN=188208
- Print publication date: 2014 Print ISBN-13: 9780199959327 Published to Oxford Scholarship Online: August 2014 DOI:10.1093/acprof:oso/9780199959327.001.0001