2022/2023

Управление инвестиционным портфелем

Статус: Маго-лего

Кто читает: Банковский институт

Когда читается: 1 модуль

Охват аудитории: для своего кампуса

Преподаватели: Авалян Хачатур Леваевич

Язык: английский

Кредиты: 3

Контактные часы: 36

Course Syllabus

Abstract

This course is targeted on a developing of theoretical knowledge and practical skills in the field of securities’ analysis and portfolio management. Course starts with standard Modern Portfolio Theory (MPT) discussing historical background of theory development and consecutive efforts in testing its concepts and statements. Number of potential attempts to improve theory and fix market anomalies contradicting it discussed in consecutive parts of this course. At the end, several most current portfolio theories are presented including behavioral prospect theory and adaptive market hypothesis.