Master's degree in Quantitative Methods for Finance (until 2008-2009)

Course not running

Modelli per la gestione di portafoglio I (2007/2008)

Course code
4S01510
Credits
10
Coordinator
Francesco Rossi
Other available courses

Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
Lezione 8 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 1° sem lez Francesco Rossi
Esercitazione 2 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES 1° sem lez Francesco Rossi

Learning outcomes

The first part of the course provides the modern portfolio theory in order to analyze the basic models to evaluate efficient portfolios (frontier), optimum portfolio using utiliy analysis and the equilibrium in the capital markets.
The second part focuses on the basic concepts and tools of the Technical Analysis in order to try to identify trend changes at an early stage and maintain an investment or trading posture until the weight of the evidence shows or proves that the trend has reversed.

Syllabus

The course is made of 60 hours of lectures and computer simulations.

Assessment methods and criteria

The final examination consists of a written paper on a subject agreed with the teacher and an oral test.



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