Investment decisions on capital market 2600-MSz2IDCMen
1. Contemporary Capital Market Paradigms
2. Regulations Governing Investment Portfolio Creation
3. Portfolio Construction and Optimization
4. Behavioral Finance and the Investor Decision-Making Process
5. Alternative Investments
6. Sustainable and Responsible Investing
7. Artificial Intelligence and Machine Learning in Investments and High-Frequency Trading Data
8. Investment Project. Team project involving:
• developing an investment policy,
• analyzing the macroeconomic environment,
• constructing an investment portfolio,
• assessing investment risk,
• preparing and defending investment recommendations before an “investment committee.”
Course coordinators
Type of course
Mode
Learning outcomes
Upon successful completion of the course, the student:
Knowledge and Understanding
• K_W01 – possesses advanced knowledge of research methodology and terminology related to investment decision-making;
• K_W02 – possesses advanced knowledge of the principles, procedures, and practices of financial management in organizations, accounting, financial institution management, and financial institution strategies;
• K_W05 – understands complex technological, social, political, legal, and economic processes and their impact on financial decision-making within organizations.
Skills
• K_U02 – is able to correctly interpret economic processes and their impact on financial decisions in organizations, organizational performance, and the economy as a whole, using appropriately selected sources related to influences on financial markets.
Social Competences
• K_K01 – is prepared to critically evaluate complex situations and phenomena related to financial management in organizations, accounting, financial institution management, and financial institution strategies in the context of investment decision-making;
• K_K03 – is prepared to adhere to and promote ethical standards.
Assessment criteria
Attendance: 10%
Project: 90%
Practical placement
-
Bibliography
Core Literature
1. Bodie, Z., Kane, A., Marcus, A.J. Investments.
2. Ang, A. Asset Management: A Systematic Approach to Factor Investing.
3. Grinold, R., Kahn, R. Active Portfolio Management.
4. Fabozzi, F.J. Portfolio Construction and Analytics.
Academic Articles
1. Fama, E.F., French, K.R. (2015), "A Five-Factor Asset Pricing Model."
2. Black, F., Litterman, R. (1992), "Global Portfolio Optimization."
3. Lo, A.W. (2004), "The Adaptive Markets Hypothesis."
4. Kahneman, D., Tversky, A. (1979), "Prospect Theory."
Notes
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Term 2026Z:
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