Checking date: 29/03/2025 13:41:09


Course: 2025/2026

Asset valuation and selection
(14471)
Bachelor in Statistics and Business (Study Plan 2018) (Plan: 400 - Estudio: 203)


Coordinating teacher: PEÑA SANCHEZ DE RIVERA, JUAN IGNACIO

Department assigned to the subject: Business Administration Department

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 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.
Objectives
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.
Learning Outcomes
LEARNING OUTCOMES 1.To have acquired advanced knowledge and demonstrated an understanding of the theoretical and practical aspects and methodology of work in their field of study to a depth that reaches the cutting edge of knowledge. 2.To be able, by means of arguments or procedures developed and supported by themselves, to apply their knowledge, understanding and problem-solving skills in complex or professional and specialised fields of work that require the use of creative and innovative ideas. BASIC COMPETENCES 1.Students have demonstrated possession and understanding of knowledge in an area of study that builds on the foundation of general secondary education, and is usually at a level that, while relying on advanced textbooks, also includes some aspects that involve knowledge from the cutting edge of their field of study 4.Students should be able to communicate information, ideas, problems and solutions to both specialist and non-specialist audiences GENERAL COMPETENCES 1.Demonstrate an understanding of the functioning of the company's activity, and know how to identify areas for improvement through the use of Statistics and Operational Research. 2.Efficiently manage a company's databases for statistical use. Adequately design the data acquisition process and its subsequent processing. 5.Communicate the results, the conclusions of the models and the proposed solutions in a way that is intelligible to the rest of the company, so that they are accepted and implemented by decision-makers. SPECIFIC COMPETENCES 2.Modelling and analysing both static and dynamic data using statistical techniques. 3.Mathematically model and solve problems using stochastic models and Operations Research techniques. 6.Knowing the basic structure, characteristics and functions of a financial system and understanding the role of the main financial intermediaries and existing markets as well as the functioning of international financial capital markets. 10.Interpret the results of a quantitative analysis and draw practical conclusions on the real problem for which the statistical models have been built. Write reports and communicate conclusions with the help of advanced graphical representation techniques. 14. Identify and use finance tools to solve problems such as risk estimation, calculation of the cost of capital, valuation of assets and/or derivatives or estimation of the movement of interest rates and/or exchange rates.
Description of contents: programme
Course: 4 Semester: First PROGRAM: 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
Learning activities and methodology
Methodology: (1) Theory. (2) Cases (3) Computer simulations. (4) Exercises (5) Class discussion. The use of AI systems is permitted.
Assessment System
  • % end-of-term-examination/test 0
  • % of continuous assessment (assigments, laboratory, practicals...) 100

Calendar of Continuous assessment


Extraordinary call: regulations

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