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Applied Portfolio Management (2225.YR.006707.1)

General information

Type:

OPT

Curs:

3,4

Period:

S semester

ECTS Credits:

4 ECTS

Teaching Staff:

Group Teacher Department Language
Year 3 Ramón Alfonso Mata Economía, Finanzas y Contabilidad ENG

Group Teacher Department Language
Year 4 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 2022/9/6 to 2022/10/11:
Each Tuesday from 14:45 to 17:15.

From 2022/11/8 to 2022/11/29:
Each Tuesday from 14:45 to 17:15.

Group Teacher Department
Year 4 Ramón Alfonso Mata Economía, Finanzas y Contabilidad

Timetable Year 4

From 2022/9/6 to 2022/10/11:
Each Tuesday from 14:45 to 17:15.

From 2022/11/8 to 2022/11/29:
Each Tuesday from 14:45 to 17:15.