Portfolio Management

 

The course examines the theoretical basis and practical approach to managing investment portfolios of financial assets. The course objective is to acquaint students with the theoretical foundation of modern portfolio theory, the major groups of investors and their investment objectives and constraints, and to learn how to employ practical skills in investment management, forming capital market expectations and forecasting markets activity to justify major investment portfolio management strategy for equity and fixed-income instruments. A distinctive feature of the course is to focus on practical issues of managing the investment portfolio, ground on the results of recent academic research in the field of portfolio management. Finally, provided that the professional portfolio management industry has relied increasingly more on quantitative analyses, significant mathematical and statistical knowledge is required for this course, especially knowledge on probability distributions and regression analysis. It is also very important to review basic principals and concepts of investment management.