在线申请

Helmuth Chavez:【19级MFIN】Portfolio Management

时间:2020-08-14
地点:网络授课
Helmuth Chavez
美国杜兰大学弗里曼商学院教授

【19级MFIN】Portfolio Management

内容简介:

This course covers the theoretical and practical frameworks to understand Portfolio  Management. The goals of the course are as follows: 1) Understand the importance of Asset Allocation 2) learn the differences between Active Portfolio Management, Passive Management,  Hedge and Arbitrage; (3) understand the differences in terms of risk-return profile for different asset classes; (4) understand the components of the dynamic process of  managing investment portfolios (5) apply different techniques to measure portfolio  performance. The course will present portfolio management as a dynamic process involving several  non-linear stages: development of the investment policy statement –general framework  with explicit objectives and constraints-; formulation of expectations about capital  markets returns; define the strategic and the tactical asset allocation; execution of  portfolio decisions; monitoring and portfolio rebalancing; measurement –performance,  attribution and appraisal-.  One of the key objectives is to understand which macroeconomic conditions favors each  asset class (i.e. equities, fixed income, commodities, currencies, etc.), this topic will be  analyzed under several theoretical frameworks, but specially by implementing investment  strategies through several investment simulators.