ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1

Academic year
2022/2023 Syllabus of previous years
Official course title
ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1
Course code
EM1053 (AF:383243 AR:211628)
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
The teaching is one of the defining courses of the Master's Degree course in Global Development and Entrepreneurship and provides economic and financial knowledge in financial markets and investments.
The course focuses on portfolio theory and will focus on the risk-return relationship, capital allocation on risky assets, the optimal portfolio of risky assets, and asset pricing models.
During the course, practical cases will be discussed in order to apply the acquired knowledge.
1. Knowledge and comprehension
- understanding of the economic/financial phenomena in the financial markets.
- understanding of the portfolio theory through classical pricing models

2. Application of Knowledge and comprehension
- Identify the financial information for investment decisions
- Empirical analyses for the estimation of the beta of stocks or portfolios of stocks

3. Judgment skills
- ability to make portfolio choices
- ability to build financial portfolios
Follow the requirements indicated by the Master's Degree course in Global Development and Entrepreneurship
Portfolio Theory and Practice:
Relationship and measurement of risk and return;
capital allocation to risky assets;
optimal risky portfolio;
index models;
the Capital Asset Pricing Model;
the Multi-factors models.
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: 20/12/2022