Asset allocation

Ects : 3

Enseignant responsable :


Volume horaire : 20

Description du contenu de l'enseignement :
This course will address questions such as: How to develop valuation models at the class level? What is the influence of macro variables such as inflation or GDP growth? How to manage geopolitical risk ? How does behavioral finance impacts asset allocation policies? Through a mix of lectures and case studies this course will focus on explaining various asset allocation models and applying these models to practical investment problems. Some familiarity with the basic models of financial economics (Markowitz, CAPM and APT) will be hepful but not required.

Coefficient : 3