Courses Bachelor Display 2019-2020

Course Description To PDF
Course title Investment Analysis and Portfolio Management
Course code EBC2054
ECTS credits 6,5
Assessment None
Period
Period Start End Mon Tue Wed Thu Fri
1 3-9-2019 26-10-2019 X X
Level Intermediate
Coordinator Sanne Jongen
For more information: s.jongen@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, 11th Global edition, 2017, Mc Graw-Hill + 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
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