Netherlands

The purpose of this course is to study how investors (both retail and institutional) construct and manage portfolios. The course follows the investment process investors follow in real life. That is from Asset Liability Management to Strategic and Tactical Asset Allocation to Portfolio Management, Security Selection, and finally Trading. Each week the course studies a different asset class. Next to traditional assets like listed stocks we look at the added value of real estate, mutual funds, hedge funds, and private equity in order to build diversified portfolios. Finally the course introduces a new development in professional asset management; Socially Responsible Investing (SRI). The course studies the impact of SRI on portfolio return and risk. All topics are explored via real life cases using actual data.

Full course description

To describe natural phenomena and processes, mathematical models are widely used. The focus in this course shall be on dynamical models (i.e., where time plays a role) in particular those that have interaction with the environment through inputs and outputs. Mathematical systems theory provides the framework to deal with such models in a systematic and useful way. First we consider some general aspects of mathematical modeling. Then we briefly address dynamical systems without inputs and outputs - but which may show nonlinear behavior. We study basic properties such as equilibrium points, linearization, and stability. We then switch to linear dynamical models with inputs and outputs. They are used in many different areas of the natural sciences and in engineering disciplines. We discuss the following topics and concepts. Linear difference and differential equations, Laplace transforms, transfer functions of linear systems; controllability, observability, minimality; system representations with an emphasis on state-space representations and canonical forms; stability; the interconnection of linear systems including feedback; frequency domain analysis and the relationship with filter theory, Fourier analysis, and time series analysis. To demonstrate the applicability of the techniques and concepts, many examples from science and engineering are mentioned and briefly discussed.

Course objectives

• To have the ability to interpret dynamical phenomena as mathematical systems and to cast them into such form. 
• To understand the basic concepts of linear systems theory. 
• To be familiar with analysis techniques for linear systems, to understand their behavior and interaction. 
• To become familiar with some application areas of mathematical systems and models. 

Prerequisites

SCI2019 Linear Algebra and SCI2018 Calculus

This course is for people with no prior knowledge of Dutch. Once you've completed this course you will be able to: present yourself; ask for and provide personal details; talk about daily activities; talk about your hobbies; talk about your family; and get around in a shops.

This course provides an overview of evolutionary theory and its applications within, predominantly, social psychology. Evolutionary psychologists view most human behaviors as the products of evolved psychological adaptations –or solutions– to recurring problems in the ancestral environment. Evolutionary psychology offers many insightful explanations for social behavior, such as interpersonal attraction, prejudice, and healthy (and unhealthy) behaviors. Moreover, emotions are considered to have evolved in humans because they are functional and ultimately enhance your chances for survival and reproduction – for example, fear makes you avoid certain life-threatening situations, and jealousy makes you protect your relationship. The course covers recent developments within the field of evolutionary social psychology. Students investigate what causes the differences between the two sexes (sexual selection), how (pro-)social behavior can be explained by evolutionary theory, and how we are to some extent still governed by “hard-wired” motives, like a drive for social status and reputation.

This course critically explores the diversity of solutions being offered to secure a sustainable and future-proof food system. Starting with the EAT-lancet report as the epitome of contemporary discourse regarding food systems, week by week the course dives deeper and explores some of the most pressing questions food system thinkers are asking themselves. Each week focuses on a different question and begins with a lecture on theory, followed by a case study from the Global Network of Lighthouse farms, and/or a virtual excursion to meet relevant actors in the field, whether that be farmers, processors, distributors, decision-makers, or consumers. The week closes each subject with time to discuss the readings, ask questions, and reflect on the lessons learned in preparation for the final exam. Each week students work together to develop a plan to bridge the "think-do gap" in a case study of their choice by designing a bold vision for a more sustainable food system.