Investments
predmet
Cilji predmeta
Security valuation and management of investment strategies are major themes present throughout the course. The course will give us an insight into the functioning of capital markets and security valuation analysis (equity, fixed income and derivatives). We will also try to develop a practical understanding of some of the most important financial instruments and markets. To achieve this we are going to start an MBA mutual fund where students will be responsible for designing and managing the fund.
Vsebina predmeta
Session 1
• risk aversion,
• optimal risky portfolio,
• index models
Session 2
• CAPM
• APT
• efficient markets
• behavioral finance and technical analysis
• in the afternoon you need to present the
idea for your hedge fund
Session 3
• bond prices and yields,
• term structure of interest rates
• managing bond portfolios
Session 4
• macroeconomics and industry analysis
• shares
• financial statement Analysis
Session 5
• options market and
valuation
• futures
• swaps and risk management
• option Valuation
Session 6
• active portfolio management
Session 7
Presentation of the hedge
fund investment strategy
Nosilci predmeta
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