Students are expected to have completed core courses in basic finance, statistics and mathematics and the course Portfolio Theory mod.a)

-       to examine market efficiency in practice

-       to construct and use alternative methodologies to evaluate portfolio performance;

-       to examine alternative portfolio strategies

 This module adds supplementary contents to Portfolio Theory Module A, as following:

- Investment analysis and strategies: technical analysis, fundamental analysis, active and passive portfolio management

- Portfolio performance evaluation

- International diversification

 ADOPTED RECOMMENDED/BOOKS (A=ADOPTED - C=RECOMMENDED)

(A) Bodie,Z., Kane, A., Marcus, ., (2021) Investments, 12 ed, McGrawHill NY, Chapters 24,25,26,27.

 (A) Bodie, Z., Kane, A, Marcus, A. (2022) Essentials of Investments 12ed. McGrawHill New York, Part 6 -Active Investment Management

.(C) Elton, Edwin J., Gruber, Martin J., Brown, Stephen J., Goetzmann, William N. (2014) Modernportfolio theory and investment analysis Wiley NY, Parts 4 and 5.

A not mandatory team work project, could be proposes for groups of maximum 4 students.

Supplementary points will be awarded to participating students, which will be added to the final grade.

OBS. The points will be added to the final grade IF the written exam is evaluated with minimum 18 points.

• Interactive lectures, seminars, case studies, assignments.

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  The final exam is written, and it will include:

  - multiple choice questions, aimed to assess the level of understanding of the theory, 

  - open questions, in order to test the ability to discuss issues on portfolio theory and portfolio diversification,

  - numerical problems, aimed to evaluate the individual ability to put in practice theoretical concepts of portfolio theory

   The final score will be calculated as follows: 

  HomeWorks/Data exercises 30%

  Final exam 70%

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