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
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 module0.5 * Final Exam + 0.1 * Home Assignments + 0.1 * Class assignments, activity and group tasks + 0.3 * 2022/2023 2nd module
Bibliography
Recommended Core Bibliography
- Investment analysis and portfolio management, Reilly, F. K., 2019
- Investments, Bodie, Z., 2018
- Portfolio theory and risk management, Capinski, M. J., 2014
- The Warren Buffett philosophy of investment : how a combination of value investing and smart acquisitions drives extraordinary success, Chirkova, E., 2015