COURSE DETAIL
EQUITY PORTFOLIO MANAGEMENT
Country
ITALY
Host Institution
University of Commerce Luigi Bocconi
Program(s)
Bocconi University
UCEAP Course Level
Upper Division
UCEAP Subject Area(s)
Economics
Business Administration
UCEAP Course Number
173
UCEAP Course Suffix
UCEAP Official Title
EQUITY PORTFOLIO MANAGEMENT
UCEAP Transcript Title
EQUITY PRTFLIO MGMT
UCEAP Quarter Units
6.00
UCEAP Semester Units
4.00
Course Description
This course advances understanding of financial theory to portfolio management in the equity asset class. The course deals with empirical evidence on long run premia, application of the market model to determining risk and return, behavioral finance, efficient market theory, and anomalies in the equity market. The course requires students to have basic knowledge of mathematics, statistics (linear regressions), and finance (the Markowitz optimization model, the capital asset pricing model, and the arbitrage pricing theory) as a prerequisite. Students should have taken a course in investments or financial economics.
Language(s) of Instruction
English
Host Institution Course Number
30180
Host Institution Course Title
EQUITY PORTFOLIO MANAGEMENT
Host Institution Campus
University of Commerce Luigi Bocconi
Host Institution Faculty
Host Institution Degree
Host Institution Department
Finance