- Docente: Michele Costa
- Credits: 8
- SSD: SECS-S/01
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Rimini
- Corso: First cycle degree programme (L) in Finance, Insurance and Business (cod. 8872)
Learning outcomes
The purpose of the course is to introduce the most widespread portfolio and risk management techniques. A particular emphasis is used to uncover the meaningful relationships betweenfinancial markets analysis and statistical methodology.
Course contents
The first part of the course covers the main aspects of the statisticial analysis of financial variables. The second part of the course covers an important spectrum of theoretical and empirical finance, including standard portfolio theory, the Market Model and the Capital Asset Pricing Model. Statistical methods are developed within the context of financial models in order to test the theoretical hypotheses and to verify and interpret the empirical results. Applications to the Italian Stock Market are performed by using appropriate software.
Teaching methods
portfolio analysis and financial market models are illustrated with Italian stock market data using excel and econometric views
Assessment methods
oral exam
Teaching tools
Computer laboratory
Office hours
See the website of Michele Costa