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Бакалавриат 2022/2023

Управление инвестиционным портфелем

Направление: 38.03.01. Экономика
Когда читается: 4-й курс, 1-4 модуль
Формат изучения: с онлайн-курсом
Онлайн-часы: 64
Охват аудитории: для своего кампуса
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

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

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

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

Assessment Elements

  • non-blocking Home Assignments
  • non-blocking Class assignments, activity and group tasks
  • non-blocking Exam (covering the topics of 1st and 2nd modules)
  • non-blocking Final Exam
Interim Assessment

Interim Assessment

  • 2022/2023 2nd module
    0.7 * Exam (covering the topics of 1st and 2nd modules) + 0.15 * Class assignments, activity and group tasks + 0.15 * Home Assignments
  • 2022/2023 4th module
    0.1 * Home Assignments + 0.5 * Final Exam + 0.1 * Class assignments, activity and group tasks + 0.3 * 2022/2023 2nd module

Authors

  • KACHALOV DMITRIY ALEKSANDROVICH
  • SHPRINGEL VIKTOR KIMOVICH
  • DIMOVA ELENA ANATOLEVNA