Checking date: 31/03/2022


Course: 2022/2023

Asset valuation and selection
(14471)
Study: Bachelor in Statistics and Business (203)


Coordinating teacher: PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 6.0 ECTS

Course:
Semester:




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 are recommended.
Objectives
The design and management of Long-run and short-run investment strategies (green and conventional)
Skills and learning outcomes
Description of contents: programme
PROGRAM: Chapter 1. Introduction What is this course about? Grading Data and Software Project Asset standardized description Chapter 2. Asset Classes, Investments Instruments, and Portfolio Performance Asset Classes Investment Instruments CFD Investment funds ETF Assessing Portfolio Performance Chapter 3. Sustainable Finance Why is sustainability important? Traditional and sustainable finance ESG factors ESG Investment Strategies Green Financial products Chapter 4. The Elements of the Investment Strategy Passive Investment Active Investment Asset Allocation Security Selection Market Timing Chapter 5. Personal portfolio choice Preliminaries Life expectancy Instruments Insurance Asset allocation Investment funds REITs
Learning activities and methodology
Methodology: (1) Theory. (2) Cases (3) Computer simulations. (4) Exercises (5) Class discussion.
Assessment System
  • % end-of-term-examination 0
  • % of continuous assessment (assigments, laboratory, practicals...) 100
Calendar of Continuous assessment

The course syllabus may change due academic events or other reasons.