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721952S Portfolio Management, 6 op 
Tunniste 721952S  Voimassaolo 01.01.1950 -
Nimi Portfolio Management  Lyhenne Portfolio Manag 
Laajuus6 op   
OpiskelumuotoSyventävät opinnot Oppiaine6354 Rahoitus 
LajiOpintojakso   
  Arvostelu1 - 5, hyv, hyl 
 
   
Vastuuyksikkö Oulun yliopiston kauppakorkeakoulu 

Opettajat
Nimi
Asif Ruman 

Kuvaus
Laajuus 

6 credits

 
Opetuskieli 

English

 
Ajoitus 

Period 1-2 (2nd year)

 
Osaamistavoitteet 

Upon completion of the course, students understand the key concepts in portfolio management and are able to implement and evaluate equity trading strategies on the basis of academic evidence.

 
Sisältö 

Neoclassical finance and economics concepts in portfolio management; asset managers and their role in the economy; major asset classes and their key characteristics; expected utility; mean-variance portfolio optimization, shortcomings and developments; factor theory; return predictability; risk management; portfolio performance evaluation; equity investment strategies; asset allocation and macro strategies.

 
Järjestämistapa 

Face-to-face teaching.

 
Toteutustavat 

36 hours of lectures, including exercises and computer lab sessions. Students also engage in a group project in which they select, implement and test an equity trading strategy.

 
Kohderyhmä 

Students of the Master’s program in Finance

 
Esitietovaatimukset 

-

 
Yhteydet muihin opintojaksoihin 

Fundamentals of Finance, Principles of Econometrics and Mathematical Economics (Recommended)

 
Oppimateriaali 

The main readings include the lecture notes, a selected set of scientific articles, and other course material which will be distributed during the course. The companion books are the followings:

·         Pedersen, Lasse Heje. Efficiently inefficient: how smart money invests and market prices are determined. Princeton University Press, 2015 ( target=_blank>https://oula.finna.fi/Record/oula.1550641)

·         Ang, Andrew. Asset management: A systematic approach to factor investing. Oxford University Press, 2014. ( target=_blank>https://oula.finna.fi/Record/oula.1427424)

Following books are useful as background reading:

·         Ilmanen, Antti. Expected returns: an investor’s guide to harvesting market rewards. John Wiley & Sons, 2011. ( target=_blank>https://oula.finna.fi/Record/oula.1160870)

Bodie, Zvi. Investments. McGraw-Hill, 2013. ( target=_blank>https://oula.finna.fi/Record/oula.1238073)

 

 
Suoritustavat ja arviointikriteerit 

The final evaluation is based on group work, which includes a term paper and two presentations, a set of weekly assignments or learning diaries, as well as class activities.

 
Arviointiasteikko 

The course utilizes a numerical grading scale 1-5. In the numerical scale zero stands for a fail.

 
Vastuuhenkilö 

Asif Ruman

 
Työelämäyhteistyö 

Understanding the concepts and techniques of portfolio management are necessary for careers in financial industry.

 
Lisätiedot 

The number of students is limited.

 


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ilmoittautumisaika ei ole alkanut Portfolio Management  Opintojakso  Asif Ruman  08.09.20 -15.10.20

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