Бакалавриат
2022/2023
Управление инвестиционным портфелем
Статус:
Курс по выбору (Международная программа по экономике и финансам)
Направление:
38.03.01. Экономика
Кто читает:
Международный институт экономики и финансов
Где читается:
Международный институт экономики и финансов
Когда читается:
4-й курс, 1-4 модуль
Формат изучения:
с онлайн-курсом
Онлайн-часы:
64
Охват аудитории:
для своего кампуса
Преподаватели:
Димова Елена Анатольевна,
Качалов Дмитрий Александрович,
Кирьянов Владислав Владимирович,
Романиди Кристина Семеновна,
Шпрингель Виктор Кимович
Язык:
английский
Кредиты:
10
Контактные часы:
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
Expected Learning Outcomes
- provide an overview of institutional details linked to financial markets and the trading process, define market microstructure and evaluate its importance to investors
- evaluate the investment attractiveness of the main financial assets to be included in the investment portfolio using quantitative and/or qualitative methods and considering their (methods) limitations
- сalculate and interpret the value and returns of security market indexes, discuss how they are used in investment management industry
- provide insight into the use of finance theory in investment management
- apply the principles of portfolio planning and construction to develop an investment policy statement depending on the type of investor and his individual characteristics
- develop investment strategies for portfolio management, taking into account regulatory aspects, risk budgeting, and other restrictions, identify investment opportunities globally
- calculate and interpret the main indicators for evaluating the effectiveness of portfolio management and analyzing the results obtained in comparison with the selected benchmark
- implement the risk management techniques
- analyze and interpret domestic and foreign statistics, economic and financial market indicators relevant for making investment decisions, identify global trends
- provide a critical view on the financial markets’ evolution process, recent fintech innovations & trends
- refer to sources of information, collect initial data, systematize information and present information in a visual form
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 module0.7 * Exam (covering the topics of 1st and 2nd modules) + 0.15 * Class assignments, activity and group tasks + 0.15 * Home Assignments
- 2022/2023 4th module0.1 * Home Assignments + 0.5 * Final Exam + 0.1 * Class assignments, activity and group tasks + 0.3 * 2022/2023 2nd module