Subject

Investment Management

  • code 10284
  • course 3
  • term
  • type op
  • credits 3

Main language of instruction: English

Teaching staff

Head instructor

Office hours

Meetings scheduled at request

Introduction

Complement to FM I, II and III covering investment analyisis and portfolio construction

Pre-course requirements

FM I, II and III

Objectives

This course aims to strengthen students' knowledge and skills in traditional investments information as well as portfolio theory

Competences / Learning outcomes of the degree programme

  • 01 - To be familiar with, understand and apply the methods, techniques and instruments specific to accounting.
  • 02 - To be familiar with and know how to interpret and apply current accounting standards.
  • 03 - To select and adequately apply applicable accounting alternatives.
  • 04 - To understand and know how to use financial terms within a business framework.
  • 05 - To understand the functions of corporate finance departments.
  • 06 - To know how to apply the main policies for capital structure and asset management.
  • 30 - To be familiar with information systems models: relational databases and mis, dss, eis, crm, scm, bi, km, erp, bpms models.
  • 31 - To develop the ability to identify and interpret numerical data.
  • 32 - To acquire problem solving skills based on quantitative and qualitative information.
  • 50 - To acquire the ability to relate concepts, analyse and synthesise.
  • 51 - To develop decision making skills.
  • 52 - To develop interpersonal skills and the ability to work as part of a team.
  • 53 - To acquire the skills necessary to learn autonomously.
  • 54 - To be able to express one’s ideas and formulate arguments in a logical and coherent way, both verbally and in writing.
  • 59 - To skilfully use software and ICTs.

Learning outcomes of the subject

Mastering of investment analysis and portfolio construction

Syllabus

PART I: BACKGROUND, BASIC PRINCIPLES, AND INVESTMENT POLICY.
1. The Process of Portfolio Management.
2. Valuation, Risk, Return, and Uncertainty.
3. Setting Portfolio Objectives.
4. Investment Policy.
PART II: PORTFOLIO CONSTRUCTION.
5. The Mathematics of Diversification.
6. Why Diversification Is a Good Idea.
7. International Investment and Diversification.
8. The Capital Markets and Market Efficiency.
9. Picking the Equity Players.
10. Stock Selection Models.
11. Security Screening.
12. Bond Pricing and Selection.
13. The Role of Real Assets.
14. Alternative Investments.
PART III: PORTFOLIO MANAGEMENT.
15. Revision of the Equity Portfolio.
16. Revision of the Fixed Income Portfolio.
17. Principles of Options and Option Pricing.
18. Option Overwriting.
19. Performance Evaluation.
20. Fiduciary Duties and Responsibilities.
PART IV: PORTFOLIO PROTECTION AND EMERGING TOPICS.
21. Principles of the Futures Market.
22. Benching the Equity Players.
23. Removing Interest Rate Risk.
24. Integrating Derivative Assets and Portfolio Management.
25. Contemporary Issues in Portfolio Management.

Teaching and learning activities

In person

Lectures, excercises and case discussions

Evaluation systems and criteria

In person

40% Midterm

40% Final

20% attendance and participation

Bibliography and resources

Portfolio Construction, Management, and Protection , International Edition 5e

ISBN-13: 9780324593891 / ISBN-10: 0324593899

  © 2024 Universitat Internacional de Catalunya | Contact us | Privacy and data protection | Intellectual property
  Campus Barcelona. Tel.: 93 254 18 00 | Campus Sant Cugat. Tel.: 93 504 20 00