Course 2026-2027 a.y.

30180 - EQUITY PORTFOLIO MANAGEMENT

Department of Finance


Student consultation hours

Course taught in English
Go to class group/s: 31
BAI (6 credits - I sem. - OP  |  SECS-P/01) - BEMACS (6 credits - I sem. - OP  |  SECS-P/01) - BESS-CLES (6 credits - I sem. - OP  |  SECS-P/01) - BGL (6 credits - I sem. - OP  |  SECS-P/01) - BIEF (6 credits - I sem. - OP  |  SECS-P/01) - BIEM (6 credits - I sem. - OP  |  SECS-P/01) - BIG (6 credits - I sem. - OP  |  SECS-P/01) - CLEACC (6 credits - I sem. - OP  |  SECS-P/01) - CLEAM (6 credits - I sem. - OP  |  SECS-P/01) - WBB (6 credits - I sem. - OP  |  SECS-P/01)
Course Director:
ANDREA BELTRATTI

Classes: 31 (I sem.)
Instructors:
Class 31: ANDREA BELTRATTI


Suggested background knowledge

Basic statistics; matrix multiplication; basic Excel; basic finance

Mission & Content Summary

MISSION

The course aims at developing  students’ understanding of equity portfolio management tools. The methodology is applied, with frequent examples using real financial data. Basic knowledge of financial markets and instruments is a pre-requisite of the course. The course does not deal with portfolio optimizations models and term structure models.

CONTENT SUMMARY

The index model and the Capital Asset Pricong Model:

 

  • an applied perspective
  • The theory of expcted return determination and the APT
  • Anomalies and factor investing
  • Performance evaluation
  • Value determination and empirical pricing
  • Risky arbitrage
  • Market efficiency
  • Private assets
  • Sustainable investing

Intended Learning Outcomes (ILO)

KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...

At the end of the course students will be able to:

 

  • Estimating inputs for portfolio optimization
  • Run index model regressions
  • Estimate and interpret alpha and beta
  • Understand multi-factor models in applications
  • Understand public and private markets
  • Understand sustainability and ESG investing

APPLYING KNOWLEDGE AND UNDERSTANDING

At the end of the course student will be able to...
  • Manage individual wealth
  • Understand what they like to further understand in the context of asset management
  • Apply portfolio optimization models
  • Do performance evaluation

Teaching methods

  • Lectures
  • Practical Exercises

DETAILS

The lectures will use a database initially provided to the students to apply the theoretical techniques analyzed in the course

Assessment methods

  Continuous assessment Partial exams General exam
  • Written individual exam (traditional/online)
     x

ATTENDING AND NOT ATTENDING STUDENTS

 written exam based on multiple choice questions


Teaching materials


ATTENDING AND NOT ATTENDING STUDENTS

Beltratti, A., Financial markets and investments, 2024, EGEA

Last change 02/07/2026 12:51