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
Course taught in English
Go to class group/s: 31
MARCO NAVONE
This course aims at analyzing the allocation process for a portfolio of financial assets developing theoretical knowledge and computer-related skills for the implementation of the most widely used models. Strong emphasis is put on the implementation of dynamic equity portfolio strategies and on the evaluation of investment performances.
-
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
Attending students
The evaluation is based for the 50% on a group assignment and for the remaining 50% on a final written exam.
Non attending students
The evaluation is based for the 30% on an individual assignment and for the remaining 70% on a final written exam.
Text book is communicated in the analytic syllabus distributed to students.