Course 2009-2010 a.y.

8188 - ASSET MANAGEMENT


MM-LS - AFC-LS - CLAPI-LS - CLEFIN-LS - CLELI-LS - DES-LS - CLG-LS - M-LS - IM-LS - ACME-LS - EMIT-LS

Department of Finance

Course taught in English

Go to class group/s: 31
MM-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) - DES-LS (6 credits - I sem. - AI) - CLG-LS (6 credits - I sem. - AI) - M-LS (6 credits - I sem. - AI) - IM-LS (6 credits - I sem. - AI) - ACME-LS (6 credits - I sem. - AI) - EMIT-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

  • Top-Down and Bottom-Up allocation models
  • Strategic Asset Allocation: beyond the Markowitz Model
  • International diversification and currency exposure management
  • Asset class selection and evaluation
  • Dynamic portfolio management
  • Multifactor models and Tactical Asset Allocation
  • Stock Selection and Stock screening Models
  • 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

The exam will be written. Both 1st and 2nd partial exams are available for students attending the course. A group assignment completes the evaluation.


Textbooks

  • Text book will be comunicated in the course syllabus distribuited to students.
Exam textbooks & Online Articles (check availability at the Library)
Last change 26/03/2009 15:51