Gestion de portefeuilles
[LSMS2011]
[30h] 5 credits
This course is taught in the 1st semester.
Teacher(s): Nihat Aktas
Language: French
Level: Second
Aims
a) systemizing and enhancing students' knowledge in financial microeconomics: individual selection of financial investments, equilibrium price in financial markets;
b) motivating students for reading of well-known articles/textbooks in the field in order to prepare professionals able to update their knowledge by themselves during their career;
Main themes
Efficient Capital Markets
An introduction to asset pricing models
Content and teaching methods
The asset allocation decision
Organization and functioning of securities markets
An introduction to asset pricing models ( CAPM, consumption-based model, Multifactor models)
Analysis and management of bonds
Other information (prerequisite, evaluation (assessment methods), course materials recommended readings, ...)
Prerequisites (ideally in terms of competiencies)
Evaluation : Class participation and oral examination, in French or English
Support : Slides provided through icampus
References : Provided during the class