Description
Prerequisite for this course is Business Finance (BSAD 0321). The course covers both the theoretical and the practical side of investments through cases, articles, home works and data exercises. It covers the classical Portfolio Theory (i.e., Markowitz optimal allocation, CAPM, Index and multifactor models) and discusses Market Efficiency issues in practice. It stresses the international dimensions of portfolio theory (i.e., international diversification, optimal global portfolio selection and emerging markets). It addresses issues of portfolio strategy, asset allocation and performance.