IUF737 Portfolio Management

Code IUF737
Name Portfolio Management
Status Compulsory/Courses of Limited Choice
Level and type Post-graduate Studies, Academic
Field of study Business Management and Administration
Academic staff Konstantins Kozlovskis
Credit points 6.0 (9.0 ECTS)
Parts 1
Annotation The course covers traditional and modern types of financial instrument analysis, theoretical aspects of the concept of financial instrument assessment, traditional and modern portfolio management methodology..
Goals and objectives
of the course in terms
of competences and skills
The main goal of the course is to teach students to analyze financial instruments and to build investment portfolios taking into account different methods, approaches and theories. The tasks of the course are: • to develop theoretical knowledge in securities analysis and portfolio building; • to teach to implement gained theoretical knowledge in the conditions of real financial markets; • to develop skills in working with special financial packages in the widely used data analysis environment “R”; • to show how modern mathematical apparatus can be integrated in portfolio building methods to optimize investment parameters; • to develop skills in preparing reports on the solved assignments.
Learning outcomes
and assessment
Able to analyze securities taking into account their features and build portfolios. - Assignments. Tests.
Able to use secondary securities to hedge portfolios and build structured products. - Assignments. Tests.
Able to modify portfolio building theory to increase the effectiveness of portfolio management. - Assignments. Tests.
Able to implement gained theoretical knowledge and practical skills to solve complex tasks. - Exam.
Course prerequisites The course is based on the knowledge gained in the bachelor program.

[Extended course information PDF]