Course code:
Academic year:
Course title:
Investment
Module:
U - Investment
Teacher 1:
Teacher 1:
Splitting 1:
Module 1:
Type 1:
Reference sector:
Year of degree course:
Faculty:
Type:
Semester:
Sub period:
Total credits:
Workload
| Attività frontale: Lectures: |
48.0 |
|
|
| Esercitazioni: Applied activities: |
0.0 |
|
|
| Studio individuale: Individual work: |
102.0 |
|
|
| Attività didattica a piccoli gruppi: Group work: |
0.0 |
|
|
|
|
| Seminari: Seminars: |
0.0 |
|
|
|
|
| Laboratori: Laboratories: |
0.0 |
|
|
| TOTALE (voci sopra-elencate): TOTAL: |
150.0 |
|
|
| Ore di lezione settimanali: |
0.0 |
Prerequisites:
Educational goals:
The course analyses the theoretical and empirical features that can explain the structure and the functioning of capital markets and the way portfolio managers implement their strategies.
Course contents:
The course can be split in four parts. The first part analyses the way prices of bonds and shares are determined on international capital markets and focuses on return and risk determinants and calculations. The second part deals with the theory of efficient portfolio construction, with some of the strategies of portfolio management and with ex-post performance evaluation. On the third part the theory and the empirical evidence on efficient markets will ne analyses as long as the microstructure of capital markets with main focus on the Italian Exchange. The fourth part focuses on characteristics and uses of derivatives instruments.
Course text 1:
Teaching activities:
Assessment:
written
The exam is divided in two parts. The first part (chapter 4-9) will be tested through 15 multiple choices. The second part will be tested trough 4-5 open questions with closed answer.
Teaching language:
italian
Other information:
second semester February-May