Checking date: 05/05/2017

Course: 2017/2018

Advanced portfolio management
Study: Master in Finance (261)

Coordinating teacher: MARIN VIGUERAS, JOSE MARIA

Department assigned to the subject: Department of Business Administration

Type: Electives
ECTS Credits: 3.0 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 50
  • % of continuous assessment (assigments, laboratory, practicals...) 50
Basic Bibliography
  • Bodie, Kane and Marcus. Investment. McGraw Hill. 2009
Additional Bibliography
  • Black, Fischer and Robert Litterman. Asset Allocation: Combining Investor Views With Market Equilibrium. Goldman, Sachs & Co., Fixed Income Research, September. 1990
  • Francesco Franzoni and Jose M. Marin. Pension Plan Funding and Stock Market Efficiency. THE JOURNAL OF FINANCE , 61 (2) . 2006
  • Francesco Franzoni and Jose M. Marin. Portable Alphas from Pension Mispricing. Journal of Portfolio Management, 32 (4), 44-53. 2006
  • Jorion, P. . Risk management lessons from Long-Term Capital Management.. European Financial Management, 6: 277¿300. . 2000

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