Mathematics (Linear Algebra and Calculus), Statistics, Econometrics I and II, Microeconomics III, Financial Economics, Corporate Finance, Financial Systems. Before attending the practice sessions, students must complete the MATLAB Onramp (https://MATLABacademy.mathworks.com/) course. Please email the MATLAB Onramp Course Completion Certificate to ypenya@eco.uc3m.es before the first practice session.

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. Practice sessions by groups are based on MATLAB Live Scripts. The students must present a final individual project developed using MATLAB. Before attending the practice sessions, students must complete the MATLAB Onramp (https://MATLABacademy.mathworks.com/) course. Please email the MATLAB Onramp Course Completion Certificate to ypenya@eco.uc3m.es before the first practice session.

Curso: 4 Cuatrimestre: Primero PROGRAMA Chapter 1. Introduction What is this course about? MATLAB Is this course for you? A.I. Policy Grading Financial asset classes Investment Instruments Standardized Asset Description Appendix: Books and Movies Readings list in Excel file Chapter 2. Asset Classes, Investments Instruments, and Portfolio Performance Asset Classes Historical Performance Risk Factors Investment Instruments CFD Investment funds ETF Assessing Portfolio Performance Chapter 3. The Elements of the Investment Strategy Passive Investment Active Investment Asset Allocation : Strategic, Tactical, Global Security Selection Market Timing Chapter 4. Sustainable Finance Why is sustainability important? Traditional and sustainable finance Integrated Value Creation Climate Risk and Asset Pricing ESG factors ESG Investment Strategies Green Financial products Carbon markets Chapter 5. Personal portfolio choice Preliminaries Risk aversion and prudence Instruments Insurance Asset classes Life-cycle portfolio choice

La metodología docente incluirá: (1) Clases magistrales, donde se presentarán los conocimientos que los alumnos deben adquirir. Para facilitar su desarrollo los alumnos recibirán las notas de clase y tendrán textos básicos de referencia que les permita completar y profundizar en aquellos temas en los cuales estén más interesados. (2) Discusión de casos reales de la actividad de gestión de carteras en las que se analizarán problemas concretos que pueden surgir en la misma. (3) Simulaciones en aulas informáticas en la que se pone en competición las diversas carteras de inversión diseñadas por los alumnos que se han distribuido en grupos. (4) Resolución de ejercicios por parte del alumno que le servirán para autoevaluar sus conocimientos y adquirir las capacidades necesarias.