- Docente: Simona Zambelli
- Credits: 6
- SSD: SECS-P/11
- Language: English
- Teaching Mode: Traditional lectures
- Campus: Forli
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Corso:
First cycle degree programme (L) in
ECONOMICS AND BUSINESS (cod. 0904)
Also valid for 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 bonds
Course 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 3 main parts:
a) Analysis of structure and organization of markets
b) Analysis of RISK&RETURN ofrisky assets and modern portfolio theory
c) Financial Analysis and analysis of bonds
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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
Part B(prof. Zambelli) covers the following book chapters:
Risk and risk aversion and 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
Teaching methods
Theoretical Lecture on Portfolio Theory
Class simulation on portfolio analysis
Simulation on Trading competition
Assessment methods
Written project
Links to further information
https://sites.google.com/site/simonazambellihomepage/
Office hours
See the website of Simona Zambelli