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Investment Management (FIN107, EN)

Annotation

The main goal of the course is to provide theoretical and practical knowledge about investments. It is created to help students to acquire knowledge about modern investment theory, and at the same time to develop skills in order to be able to create and implement investment strategy. Course is focused on secondary market, securities and derivatives, portfolio management, analysis and valuation of securities.

Aims of the course

The course is intended to introduce students to the main elements and principles of investments and to provide them knowledge and practical skills of investing in property, commodities and different financial assets.

Learning outcomes

  • Explain the concept of risk aversion and its impact on portfolio formation.
  • Demonstrate the construction of optimal investment portfolio with respect to risk.
  • Describe, compare and apply CAPM, index, and multi-factor models.
  • Overview and compare three forms of efficient markets (weak, semi-strong, and strong).
  • Explain and apply the main models of stock valuation.
  • Calculate bond prices and yields, connect them with yield curves.
  • Describe and apply derivatives in investment management (options, futures and forwards, swaps).
  • Evaluate the management of investment portfolio.
Syllabus
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