Asset allocation

Crédit : 3 ECTS
Langue du cours : anglais

Volume horaire

  • CM : 21 h

Description du contenu de l'enseignement

This course will address questions such as: How to develop valuation models at the class level? What is the influence of macro variables such as inflation or GDP growth? How to manage geopolitical risk ? How does behavioral finance impacts asset allocation policies? Through a mix of lectures and case studies this course will focus on explaining various asset allocation models and applying these models to practical investment problems. Some familiarity with the basic models of financial economics (Markowitz, CAPM and APT) will be hepful but not required.

Année universitaire 2019 - 2020 - Fiche modifiée le : 23-03-2019 (20H11) - Sous réserve de modification.