Bachelor
2022/2023
Investment Portfolio Management
Type:
Compulsory course (International Programme in Economics and Finance)
Area of studies:
Economics
Delivered by:
International College of Economics and Finance
When:
4 year, 1-4 module
Mode of studies:
distance learning
Online hours:
64
Open to:
students of one campus
Instructors:
Кирьянов Владислав Владимирович,
Elena Dimova,
Dmitriy Alexandrovich Kachalov,
Kristina Romadini,
Viktor Kimovich Shpringel
Language:
English
ECTS credits:
10
Contact hours:
112
Course Syllabus
Abstract
Pre-requisites: Microeconomics, basic calculus and probability theory, linear algebra, Principles of banking and finance. Investment Management is a year-long course for 4th year students at ICEF. The course is taught in English.
Learning Objectives
- provide an overview of institutional details linked to financial markets and the trading process
- provide an overview of historical trends and innovations in financial instruments and trading processes
- provide an overview of various financial instruments
- provide insight into the use of finance theory in investment management
- provide a guide to the measurement and analysis of risk of financial investments
- provide a guide to the measurement of performance of fund management
- address key issues in risk management
Course Contents
- Financial markets and instruments
- History of financial markets
- Active Fund Management and Investment Strategies
- Market Microstructure
- Diversification
- Portfolio immunization
- Risk and performance measurement
- Risk management
Assessment Elements
- Home Assignments
- Class assignments, activity and group tasks
- Exam (covering the topics of 1st and 2nd modules)
- Final Exam
Interim Assessment
- 2022/2023 2nd module0.15 * Class assignments, activity and group tasks + 0.7 * Exam (covering the topics of 1st and 2nd modules) + 0.15 * Home Assignments
- 2022/2023 4th module0.3 * 2022/2023 2nd module + 0.1 * Class assignments, activity and group tasks + 0.5 * Final Exam + 0.1 * Home Assignments