Coordinating teacher: PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO
Department assigned to the subject: Department of Business Administration
ECTS Credits: 6.0 ECTS
Requirements (Subjects that are assumed to be known)
Mathematics (Linear Algebra and Calculus), Statistics, Econometrics I and II, Microeconomics III, Financial Economics, Corporate Finance, Financial Systems
Programming skills in Matlab o similar language (S, R).
This course presents the main tools for designing and evaluating investment strategies. First, we review the main asset classes and investment instruments. After describing the main asset classes, investment instruments, and portfolio performance measures, we focus on the critical aspects of sustainable financial investing. Next, we review the elements of investment strategies, and the course ends with some suggestions for personal portfolio choice. All the material and the readings are in English.