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Course 2006-2007 a.y.

8188 - ASSET MANAGEMENT


GM-LS - MM-LS - OSI-LS - AFC-LS - CLAPI-LS - CLEFIN-LS - CLELI-LS - CLEACC-LS - DES-LS - CLEMIT-LS - CLG-LS
Department of Finance

Course taught in English


Go to class group/s: 31

GM-LS (6 credits - I sem. - AI) - MM-LS (6 credits - I sem. - AI) - OSI-LS (6 credits - I sem. - AI) - AFC-LS (6 credits - I sem. - AI) - CLAPI-LS (6 credits - I sem. - AI) - CLEFIN-LS (6 credits - I sem. - AI) - CLELI-LS (6 credits - I sem. - AI) - CLEACC-LS (6 credits - I sem. - AI) - DES-LS (6 credits - I sem. - AI) - CLEMIT-LS (6 credits - I sem. - AI) - CLG-LS (6 credits - I sem. - AI)
Course Director:
MARCO NAVONE

Classes: 31 (I sem.)
Instructors:
Class 31: MARCO NAVONE



Course Objectives

This course aims at analyzing recent theoretical and empirical developments in portfolio management putting strong emphasis on asset classes selection, investment strategy and the evaluation of investment performance.


Course Content Summary
  • Multifactor models and asset allocation
  • International diversification and currency exposure management
  • Dynamic portfolio management and indexing
  • Asset-liability optimization
  • Asset class selection and evaluation
  • Bottom-up equity portfolio management
  • Alternative investments: commodities and hedge funds
  • Portfolio execution models: transaction cost analysis, program trading etc.
  • Performance evaluation and risk management

Detailed Description of Assessment Methods

Attending students
Both 1st and 2nd partial exams are available for students attending the course. A group assignment completes the evaluation.

Non-attending students
The exam will be written.


Textbooks
  • Text book will be comunicated in the course syllabus distribuited to students.
Exam textbooks & Online Articles (check availability at the Library)
Last change 18/10/2006 03:46
 

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