- Docente: Michele Costa
- Credits: 10
- SSD: SECS-S/01
- Language: Italian
- Teaching Mode: Traditional lectures
- Campus: Rimini
- Corso: First cycle degree programme (L) in FINANCE, INSURANCE AND BUSINESS (cod. 8053)
Learning outcomes
The purpose of the course is to introduce the most widespread portfolio and risk management techniques. A particular emphasis is used to uncover the meaningful relationships betweenfinancial markets analysis and statistical methodology.
Course contents
The course proposes to illustrate the framework of the Italian
financial and monetary statistics, with a particular attention to
the collection of the elementary data and to the subsequent
elaboration. The first part of the course covers the main aspects
of the statisticial analysis of financial variables. The second
part of the course covers an important spectrum of theoretical and
empirical finance, including standard portfolio theory, the Market
Model and the Capital Asset Pricing Model. Statistical methods are
developed within the context of financial models in order to test
the theoretical hypotheses and to verify and interpret the
empirical results. Applications to the Italian Stock Market are
performed by using appropriate software.
Office hours
See the website of Michele Costa