Course Overview

- Determine how stock prices are formed. 
- Analyse the different ways of managing portfolios

Learning Achievement

Competence

Course prerequisites

Capital Markets (M1 MBFA S1), Monetary and Banking Economics(2nd
year). 

Grading Philosophy

Continuous examination (30) 
Format : exercises, MCQ

Course schedule

The course is composed of 2 parts: 

- The first part aims to determine how the price of shares is set on
the markets. It consists of the presentation and analysis of the
models (CAPM, multi-factor models...). Some exercises are proposed. 
- The second part of the course aims to critically present the
differentportfolio management methods (passive, smart beta, active,
alternative...), to examine the opportunities, risks and performances
of each of them. The course is constantly based on current events
(economic data, market analysis, etc.) as well as on the most recent
academic research.

Course type

Lecture course

Online Course Requirement

Instructor

Other information

REFERENCES BIBLIOGRAPHY : 
- Alphonse P. & alii (2017), Portfolio management and financial
markets, Pearson 

KEY WORDS :Assets, price, standard deviation, yield, portfolio

Duration: 18 hours

Language of instruction: English

Site for Inquiry