ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1

Academic year
2019/2020 Syllabus of previous years
Official course title
ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1
Course code
EM1053 (AF:303599 AR:167098)
Modality
On campus classes
ECTS credits
6 out of 12 of ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE
Degree level
Master's Degree Programme (DM270)
Educational sector code
SECS-P/05
Period
3rd Term
Course year
1
Where
TREVISO
Moodle
Go to Moodle page
Teaching course within the GLOBAL DEVELOPMENT AND ENTREPRENEURSHIP Master's Degree Programme.
Learn the core concepts of modern portfolio theory and equilibrium models in financial markets. Know how to apply this knowledge to build and evaluate portfolios of investments.
Be familiar with the financial markets and the various asset classes.
Portfolio Theory and Practice: relationship and measurement of risk and return; capital allocation to risky assets; optimal risky portfolio; index models.
Equilibrium in capital markets: the Capital Asset Pricing Model; the Arbitrage Pricing Theory.
The course is based on Ch. 5-10 of: Investments, by Alan Marcus, Zvi Bodie, Alex Kane - McGraw-Hill Education, 11th edition
Written exam with multiple-choice questions. The answer may require some computation and/or reasoning that will have to be included in the answer.
Lecture. Slides shown in the lecture, test-banks, exercises and examples available on Moodle platform.
English
written
Definitive programme.
Last update of the programme: 27/01/2020