- Docente: Simona Zambelli
- Credits: 8
- SSD: SECS-P/11
- Language: English
- Moduli: Fabrizio Morara Pisani (Modulo 1) Simona Zambelli (Modulo 2)
- Teaching Mode: In-person learning (entirely or partially) (Modulo 1); In-person learning (entirely or partially) (Modulo 2)
- Campus: Forli
- Corso: First cycle degree programme (L) in ECONOMICS AND BUSINESS (cod. 0904)
Learning outcomes
The objective of the course is the analysis of Portfolio Theory, financial markets and financial instruments. The all course is divided into 3 main parts:
a) Analysis of structure and organization of markets
b) Analysis of risky assets and portfolio theory
c) Analysis of bondsCourse contents
The purpose of the course is to analyze financial markets and financial instruments, and the basics of firm's financial analysis.
The all course is divided into 2 main parts (modules)
a) Analysis of structure and organization of markets; analysis of bonds and financial regulation
b) Analysis of RISK & RETURN of risky assets (stocks); Portfoglio Theory. Module B focuses on:
Parte B (prof. Zambelli) covers the following book chapters:
Risk and risk aversion
Portfolio theory
Capital Allocation
Optimal Risky Portfolios
The Capital Asset Pricing Model
Single Index and Muiltifactor models + APT
Empirical Evidence on Security Returns
Option Markets and Future Markets
Readings/Bibliography
Bodie, Kane and Marcus, Investments, McGraw Hill
or
Bodie, Kane and Marcus, Essentials of Investments, McGraw Hill
Assessment methods
Written project
Teaching tools
Theoretical Lecture and applications on Portfolio Theory
Class Simulation on Investment Trading and Investment Reports
Trading competition (using the platform of Fanta Trade)
Links to further information
http://08881 - ECONOMIA DEL MERCATO MOBILIARE - 2 ("INVESTMENTS")
Office hours
See the website of Simona Zambelli
See the website of Fabrizio Morara Pisani