Applied Asset Management

Aims of the course

Objectives: students will acquire in-depth knowledge of asset classes, portfolio management and performance measurement, as well as practical experience when it comes to managing portfolios of various assets.

Competences: students will be able to individually solve relatively unstructured tasks and successfully confront challenges in asset management; they will also acquire competences related to working in teams, application of theoretical models, gathering and processing of financial data, performance evaluation and investment recommendations.

Course syllabus

• A short overview of the basic asset management concepts (investment policy statement, portfolio theory, asset classes, benchmarks, derivatives)
• Asset management – stocks
• Asset management – bonds
• Asset management – alternative investments
• Multifactor models of asset returns
• CFA GIPS (Global Investment Performance Standards)
• Monitoring and Rebalancing
• High Frequency Trading (HFT) and Algorithmic Trading (AI)

Course director(s)

  • Office Hours
  • Monday at 13:30 in RZ-105
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