Checking date: 15/03/2018

Course: 2018/2019

Study: Master in Finance (261)

Coordinating teacher: MORENO MUÑOZ, JESUS DAVID

Department assigned to the subject: Department of Business Administration

Type: Compulsory
ECTS Credits: 6.0 ECTS


Students are expected to have completed
Competences and skills that will be acquired and learning results.
Description of contents: programme
Learning activities and methodology
Assessment System
  • % end-of-term-examination 60
  • % of continuous assessment (assigments, laboratory, practicals...) 50
Basic Bibliography
  • Andrew Ang. Asset management: A systematic Approach to Factor Investing. Oxford University Press. 2014
  • Bernd R. Fischer, Russ Wermers. Performance Evaluation and Atribution of Security Portfolios. Academic Press. 2013
  • Bodie, Kane and Marcus. Investments. McGraw Hill. 2012
  • Lasse Heje Pedersen. Efficiently inefficient. Princeton University Press. 2015

The course syllabus and the academic weekly planning may change due academic events or other reasons.