Master
2026/2027
Asset Management and Mutual Funds
ID 1271901
Type:
Elective course (Strategic Corporate Finance)
Delivered by:
School of Finance
Where:
Faculty of Economic Sciences
When:
2 year, 3 module
Open to:
students of one campus
Language:
English
ECTS credits:
3
Contact hours:
40
Course Syllabus
Abstract
The course requires good knowledge of basic macroeconomic principles, the completion of ʺFinancial Marketsʺ course is required. This course does not have many prerequisites and there is not an expectation that students will have prior professional or academic work in this field. A useful resource for students with little exposure to any of these topics is the blogs on seeking alpha, other economic and financial blogs, and market commentary.
The main goal of this course is to provide an in-depth coverage of the fund management industry and its operations in an interactive format. It is intended to familiarize students with the concepts related to mutual funds.
The class describes some of the main strategies used by mutual/hedge funds and proprietary traders and provides a methodology to analyze them. Upon the course completion students will learn about main strategies used by mutual and/or hedge funds in individual equity markets (and more). The class participants will learn how to apply tools for performance measurement, regression analysis, managing transaction costs, market liquidity risk, etc.
Learning Objectives
- Знать основные принципы функционирования индустрии инвестиционных фондов, основные типы фондов и применяемые ими стратегии управления активами. Уметь анализировать доходность, риск и эффективность инвестиционных фондов и инвестиционных стратегий с использованием стандартных инструментов performance measurement и regression analysis. Владеть навыками оценки эффективности управляющих, анализа инвестиционных портфелей и интерпретации показателей риска и доходности.
Expected Learning Outcomes
- The main goal of this course is to provide an in-depth coverage of the fund management industry and its operations in an interactive format. It is intended to familiarize students with the concepts related to mutual funds.
Course Contents
- Mutual funds: Nature, Regulation and Costs
- Efficient markets, Fund types and a Behavioral Look at the Fund Management Industry
- Mutual Fund Managers
- 4. Mutual Funds at the Crossroads
- Fundamentals of Active Management (Part A)
- Fundamentals of Active Management (Part B)
- Portfolio Construction and Risk Management
- Introduction to Equity Valuation and Investing
- Equity Valuation and Investing (cont’d)
- Alternative investment strategies
