39521 - investments

Learning outcomes

ATTENTION: Students wishing to take this course as "optional" should be fluent in written and spoken English. Also a previous knowledge of basic corporate finance, financial intermediation and financial mathematics is highly recommended. 

The objective of the course is the analysis of Portfolio Theory, financial markets and financial instruments. The all course is divided into 3 main parts:

a) Analysis of structure and organization of markets

b) Analysis of risky assets and portfolio theory

c) Analysis of bonds

Course contents

The purpose of the course is to analyze financial markets and financial instruments, and the basics of firm's financial analysis.

The all course is divided into 2 main parts (modules)

a) Analysis of structure and organization of markets; analysis of bonds and financial regulation

b) Analysis of RISK & RETURN of risky assets (stocks); Portfoglio Theory. Module B focuses on:

Parte B (prof. Zambelli) covers the following book chapters:

Risk and risk aversion

Portfolio theory

Capital Allocation

Optimal Risky Portfolios

The Capital Asset Pricing Model

Single Index and Muiltifactor models + APT

Empirical Evidence on Security Returns

Option Markets and Future Markets

Readings/Bibliography

Bodie, Kane and Marcus, Investments, McGraw Hill 

or

Bodie, Kane and Marcus, Essentials of Investments, McGraw Hill 

Assessment methods

Written project

Teaching tools

Theoretical Lecture and applications on Portfolio Theory

Class Simulation on Investment Trading and Investment Reports

Trading competition (using the platform of Fanta Trade)

Links to further information

http://08881 - ECONOMIA DEL MERCATO MOBILIARE - 2 ("INVESTMENTS")

Office hours

See the website of Simona Zambelli