Courses NonDegree Display 2016-2017

Course Description To PDF
Course title Investment Analysis and Portfolio Management
Course code EBC2054
ECTS credits 6,5
Assessement Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
1 5-9-2016 28-10-2016 X X
Level Intermediate
Coordinator Roger Otten
For more information: r.otten@maastrichtuniversity.nl
Language of instruction English
Goals
Learn to manage portfolio of financial assets.
Apply to real life cases.
Description
The purpose of this course is to study how investors (both retail and institutional) construct and manage portfolios. We follow the investment process investors follow in real life. That is from Asset Liability Management to Strategic and Tactical Asset Allocation to Portfolio Management, Security Selection and finally Trading. Each week we study a different asset class. Next to traditional assets like listed stocks we look at the added value of real estate, mutual funds, hedge funds and private equity in order to build diversified portfolios. Finally the course will introduce you to a new development in professional asset management; Socially Responsible Investing (SRI). We study the impact of SRI on portfolio return and risk. All topics are explored via real life cases using actual data.
Literature
Bodie, Kane and Marcus, Essentials of Investments, 9th Global edition, 2012, Mc Graw-Hill (use most recent edition) + articles to be distributed .
Prerequisites
Knowledge and understanding of: portfolio theory (CAPM), basics of derivatives (options futures, forward) and basics of statistics (OLS regression). Exchange students need to have taken at least one introductory finance course. An advanced level of English
Teaching methods PBL / Presentation / Lecture / Assignment / Groupwork
Assessment methods Written Exam
Evaluation in previous academic year For the complete evaluation of this course please click "here"
This course belongs to the following programmes / specialisations
Bachelor Economics and Business Economics Specialisation Economics and Management of Information Free Electives
Bachelor Econometrics and Operations Research Business & Economics Electives
Bachelor International Business Business Electives
Bachelor International Business Major Finance
Bachelor Economics and Business Economics Specialisation Economics IBE Electives
Bachelor Economics and Business Economics Specialisation Emerging Markets Business Electives
Bachelor Economics and Business Economics Specialisation Emerging Markets Major Finance
Bachelor Economics and Business Economics Specialisation International Business Economics Business Electives
Bachelor Economics and Business Economics Specialisation International Business Economics Major Finance
Bachelor International Business Specialisation Emerging Markets Major Finance
SBE Exchange Bachelor Bachelor Exchange Courses
SBE Exchange Master Bachelor Exchange Courses
SBE Non Degree Courses Bachelor Courses