2024/2025

Управление портфелем и планирование благосостояния

Статус: Маго-лего

Кто читает: Банковский институт

Когда читается: 2 модуль

Онлайн-часы: 20

Охват аудитории: для своего кампуса

Язык: английский

Кредиты: 6

Контактные часы: 14

Course Syllabus

Abstract

This course on portfolio management would equip students with the necessary toolkit to understand the use of fundamentals of portfolio and risk management, including return and risk measurement, and portfolio planning and construction. It 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.