- The design and management of Long run and short run investment strategies.
Description of contents: programme
Starting from the fundamental asset pricing equation, firstly the main rational asset pricing theories are reviewed. Then the core ideas of Behavioral Finance are discussed. Then the main approaches in financial investing are presented, based on asset classes, systematic strategies and risk factors, including strategic asset allocation.
1. The fundamental asset pricing equation
2. Rational asset pricing theories
3. Behavioral Finance
4. Asset classes
5. Systematic investment strategies
6. Asset allocation
7. Securities selection
8. Strategic asset allocation