Bachelor in Business Administration (Plan: 395 - Estudio: 204)
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.
Objectives
- The design and management of Long run and short run investment strategies.
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.
PROGRAM:
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
