Courses Bachelor Display 2025-2026

Course Description To PDF
Course title Investment Analysis and Portfolio Management
Course code EBC2054
ECTS credits 6,5
Assessment Whole/Half Grades
Period
Period Start End Mon Tue Wed Thu Fri
1 1-9-2025 17-10-2025 X X
Level Intermediate
Coordinator Peter Schotman, Marlene Koch
For more information: p.schotman@maastrichtuniversity.nl; marlene.koch@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 Z., A. Kane and A. Marcus, Essentials of Investments, McGraw-Hill + selected articles. We always use the latest International Student Edition of BKM.
Prerequisites
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.
TRANSITIONAL REGULATIONS
  • Bachelor Economics and Business Economics - Economics and Management of Information [2024-2025 or earlier]
  • Bachelor Economics and Business Economics - International Business Economics [2024-2025 or earlier]
  • Bachelor International Business [2024-2025 or earlier]
  • From 2025-2026 onwards, education and exam/resit opportunities are offered.
    Alternative options may be available. See the Bachelor EER 2025-2026 Appendix I Article 16 for more information.
Academic YearEducationExam/ResitReplacement(s)
2025-2026 onwardsXXSee the Bachelor EER 2025-2026 Appendix I Article 16 for more information
Teaching methods (indicative; course manual is definitive) Presentation / Lecture / Assignment / Groupwork
Assessment methods (indicative; course manual is definitive) Attendance / Written Exam / Assignment
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 - Economics Year 3 Business Electives
Bachelor Economics and Business Economics - Emerging Markets Year 3 Elective Courses
Bachelor Economics and Business Economics - Economics and Management of Information In transition - Year 2+3 Elective Courses
Bachelor Economics and Business Economics - Economics and Management of Information Year 3 Free Elective
Bachelor Economics and Business Economics - International Business Economics In transition - Maj Finance - Core Courses
Bachelor Economics and Business Economics - International Business Economics In transition - Maj Inf Mgmt - Business Elec
Bachelor Economics and Business Economics - International Business Economics In transition - Maj Macro - Business Elec
Bachelor Economics and Business Economics - International Business Economics In transition - Maj Micro - Business Elec
Bachelor Economics and Business Economics - International Business Economics Year 3 Business Elective
Bachelor Econometrics and Operations Research Year 3 Elective Courses
Bachelor International Business - Emerging Markets Year 3 Elective Courses
Bachelor International Business In transition - Maj Accounting - Business Elec
Bachelor International Business In transition - Maj Inf Mgmt - Business Elec
Bachelor International Business In transition - Maj Marketing - Business Elec
Bachelor International Business In transition - Maj Org - Business Elec
Bachelor International Business In transition - Maj SCM - Business Elec
Bachelor International Business In transition - Maj Strategy - Business Elec
Bachelor International Business Year 3 Core Courses - Maj Finance
SBE Exchange Bachelor Bachelor Exchange Courses
SBE Exchange Master Bachelor Exchange Courses
SBE Non Degree Courses Bachelor Courses
Pre-master International Business specialisation Marketing-Finance Disciplinary Courses
Pre-master International Business specialisation Strategic Corporate Finance Disciplinary Courses
Pre-master International Business specialisation Sustainable Finance Disciplinary Courses