Управление портфелем и планирование благосостояния

2024/2025

Статус: Маго-лего

Кто читает: Банковский институт

Когда читается: 1 модуль

Охват аудитории: для своего кампуса

Язык: русский

Кредиты: 3

Полная версия программы учебной дисциплины

Аннотация

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.

Цель освоения дисциплины

The primary objective of the course is to study the theory relevant for investing, particularly in the context of portfolio management. The major topics will include: • concept of investment risk and its relations to expected return, • financial prices behavior and market efficiency, • rational asset pricing and its implications for portfolio management, • approaches to optimal portfolio selection. In one way or another, most of the course is geared towards the understanding and implementation of “modern portfolio theory,” which is a general approach for minimizing investment risk given a certain level of expected return

Планируемые результаты обучения

After successfully completing this course students will be able to describe and discuss major concepts related to the Modern Portfolio Theory. Students will be able to describe the potential benefits for investors in considering multiple risk dimensions when modeling asset returns