Modelli per la gestione di portafoglio I - 1 - lezione (2008/2009)

Course not running

Course code
4S01510
Name of lecturer
Francesco Rossi
Number of ECTS credits allocated
8
Other available courses
Academic sector
SECS-S/06 - MATHEMATICAL METHODS OF ECONOMICS, FINANCE AND ACTUARIAL SCIENCES
Language of instruction
Italian
Location
VERONA
Period
Primo semestre dal Oct 1, 2008 al Dec 20, 2008.

To show the organization of the course that includes this module, follow this link * Course organization

Lesson timetable

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.

Teaching aids

Documents

Share