Portofolio Management

Portofolio Management

Course ID:

ECO_472

Semester: 8th

Year of Study:

For Erasmus Students: Όχι

Learning Outcomes

By the end of this course the student will be able to understand the functions of the investment process with a reference to the notion of risk and return of single assets and its extension to multiple assets when forming a portfolio of assets.  Hence, the optimal portfolio selection and portfolio management assessment becomes the core idea of this course.

The students will also have the ability to analyze topics such as:

  • Estimation of returns, and systematic and non-systematic risk of a portfolio.
  • Identification of effective portfolios.
  • Evaluation of investors’ risk/return preferences and formulation of excellent portfolios based on utility theory.
  • Applying portfolio valuation measures in order to assess portfolio management and performance.
  • Development of diversification strategies in order to reduce the non-systematic risk and hedge the risk of buying a portfolio.
  • Forming portfolio management strategy

Course Contents

  • The Investment Process and the Financial System
  • Microeconomic view of investor behavior under uncertainty
  • Risk & Return
  • Portfolio Theory
  • Models of one and multiple indicators
  • Capital Market Theory: CAPM & APT Models
  • Fundamental Analysis of Shares: DCF Models
  • Market Efficiency
  • Technical analysis
  • Portfolio Management Strategies

Teaching Activities

Lectures (3 hours per week)

Teaching Organization

Activity

Semester workload

Lectures, 3  hours per week

13X3 = 39 hours

Individual study

111 hours

Total number of hours for the Course (25 hours of work-load per ECTS credit)

150 hours (total student work-load)

Assessment

Written final exam

Use of ICT

Use of IT in teaching and communication with students (e-class).

Teaching Hours: 3

ECTS Credits: 6

Teaching Credits: 3

Weight: 1.5

Type:

Language: Ελληνική

Teaching Method: Πρόσωπο με πρόσωπο

General Competences: Αναζήτηση, ανάλυση και σύνθεση δεδομένων και πληροφοριών, με τη χρήση και των απαραίτητων τεχνολογιών, Προσαρμογή σε νέες καταστάσεις, Λήψη αποφάσεων, Ομαδική εργασία, Άσκηση κριτικής και αυτοκριτικής, Προαγωγή της ελεύθερης, δημιουργικής και επαγωγικής σκέψης

Assistant Professor
Φίλης Γεώργιος

Γνωστικό Αντικείμενο: International Economics

Οργανική Μονάδα / Εργαστήριο:

Τηλέφωνο: +30 2610 962587

Ώρες γραφείου: Thu 13:00 - 15:00 Fri 09:00 - 10:00

eclass URL: e-class