B-KUL-D0M32B Security Pricing and Portfolio Selection
General information
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Academic year: 2011-2012
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Study points: 6
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Language: English
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Difficulty:
Advanced
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Duration:
39.0 hours
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Periodicity:
Taught in the second semester
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POC:
POC Engelstalige Masters FEB
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This course cannot be followed within the context of an exam contract
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Taught by
Beckers Constant
Aims
The objectives of this course are
- to introduce students to the application of modern financial concepts to investment issues
- to provide a solid theoretical foundation for fund management and portfolio construction
- to critically evaluate the relevance of academic research and its insights
- to enhance the students' understanding of asset management through real world exercises and cases
Previous knowledge
- Basic course in Quantitative Methods/Econometrics. Principles of Finance (Corporate Finance and Financial Instruments).
- Basic knowledge of Financial Theory and Capital Markets
- An ability and willingness to speak English
This course is included in
Master of Science in Business Economics
(Major 3: Financial Economics) (Required)
(Minor 3:Financial Economics)
Master of Science in Financial Economics
Master of Science in de economische wetenschappen
(Major 3: Financial Economics)
Master of Science in Economics
(Major 3: Financial Economics)
Course Material
Text book
Articles and literature
Slides, transparencies, courseware
Examples and samples
Toledo / e-platform
Activities
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B-KUL-D0M32a Security Pricing and Portfolio Selection |
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General information
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Study points: 6.00
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Language: English
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Category:
Lectures
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Duration:
39.0 hours
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Periodicity:
Taught in the second semester
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POC:
POC Engelstalige Masters FEB
Taught by
Beckers Constant
Aims
The objectives of this course are
- to introduce students to the application of modern financial concepts to investment issues
- to provide a solid theoretical foundation for fund management and portfolio construction
- to critically evaluate the relevance of academic research and its insights
- to enhance the students' understanding of asset management through real world exercises and cases
Content
- Modern Portfolio Theory: the basics
- Active Portfolio Management
- International Portfolio Diversification
- Hedge Funds
- Derivatives
- Portfolio Insurance
Course activities
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Evaluation
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B-KUL-D2M32b Evaluation : Security Pricing and Portfolio Selection |
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Evaluation description
Examination type:
written
When?:
final examination during examination period
Evaluation type:
Closed book
Explanation
Determining grades
* The exam is assessed by the lecturer, as announced via Toledo and the examination schedule. The grade is an integer number between 0 en 20. The final grade is a weighted score which is determined as follows: the group assignment counts for 30% of the final grade, the final exams counts for the other 70% of the final grade.
* Deadline:
- The period of handing in and the deadline will be determined by the lecturer (titularis) and communicated via Toledo.
- If the determined deadline was not respected, the final grade of the course will be 0/20, unless the student has requested the lecturer to set a new deadline for a very serious reason.
* Evaluation third examinaition period
During an academic year, the student has 2 chances to complete the exam: a first time during the first or second examination period, in accordance with the scheduling (semester), and a second time during the third examination period.
* The evaluation of the third examination period differs from the evaluation of the first/second examination period in the following ways:
During the third examination period certain credits for extra assignements are no longer taken into account.
During the third examination period (retaking exams) the final grade only consists of the exam. The (group)assignments are no longer part of the final grade.
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