Applied Portfolio Management (2235.YR.006707.1)
General information
Type: |
OPT |
Curs: |
3 |
Period: |
S semester |
ECTS Credits: |
4 ECTS |
Teaching Staff:
| Group |
Teacher |
Department |
Language |
| Year 3 |
Ramón Alfonso Mata |
Economía, Finanzas y Contabilidad |
ENG |
Workload distribution
Workload distribution:
Contact hours: Lectures: 24 hours & Cases: 16 hours
Autonomous and group work: 20 hours
Tutorial feedback: 5 hours
Course Learning Objectives
The course aims to help the students to gain the knowledge required to create and manage a fixed income or equity portfolio efficiently.
Students taking this course will learn to:
- Identify the objectives and constraints of investors
- Identify the asset classes and their profit/risk profile, the optimization procedure, understanding strategic and tactical asset allocation
- Know the different techniques for active and passive (indexation, immunization, cash flow matching) fixed income portfolio management.
- Know the active equity portfolio techniques (top-down, sector allocation, bottom-up) and use them.
- Know the passive equity portfolio techniques and the hedging and portfolio insurance and use them.
- Understand how to evaluate the performance of a portfolio manager.
- Understand how to use ESG rules into Portfolio Management
Methodology
The course is based on lectures and case study discussions. In order to prepare for the course participants will receive assigned reading material and a number of cases that will distributed throughout the course. Participants are expected to thoroughly prepare and analyse the pre-assigned reading material and cases before each class. This course has been designed as a seminar and, as such, it is fundamental that students actively participate in class discussions.
Assessment criteria
45% Case reports (group based)
45% Exam (individual based)
10% Class participation (individual based)
Bibliography
Basic bibliography:
John L. Maginn, Donald L. Tuttle, Jerald E. Pinto, Dennis W. McLeavey, Managing Investment Portfolios, John Wiley, Hoboken NJ, 2007.
Timetable and sections
| Group |
Teacher |
Department |
| Year 3 |
Ramón Alfonso Mata |
Economía, Finanzas y Contabilidad |
Timetable Year 3
From 2023/9/5 to 2023/11/21:
Each Tuesday from 14:45 to 17:15. (Except: 2023/9/19 and 2023/10/24)
