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

Course not running

Modelli per la gestione di portafoglio I (2008/2009)


Teaching is organised as follows:
Unit Credits Academic sector Period Academic staff
1 - lezione 8 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES Primo semestre Francesco Rossi
2 - esercitazione 2 SECS-S/06-MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES Primo semestre Francesco Rossi

Learning outcomes

Module: 1 - lezione
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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.


Module: 2 - esercitazione
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Syllabus

Module: 1 - lezione
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The course is made of 60 hours of lectures and computer simulations.


Module: 2 - esercitazione
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Assessment methods and criteria

Module: 1 - lezione
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The final examination consists of a written paper on a subject agreed with the teacher and an oral test.


Module: 2 - esercitazione
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