ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1
- Academic year
- 2024/2025 Syllabus of previous years
- Official course title
- ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE - 1
- Course code
- EM1053 (AF:506397 AR:292494)
- Modality
- On campus classes
- ECTS credits
- 6 out of 12 of ECONOMICS AND ECONOMETRICS OF INTERNATIONAL FINANCE
- Degree level
- Master's Degree Programme (DM270)
- Educational sector code
- SECS-P/05
- Period
- 3rd Term
- Course year
- 1
- Where
- TREVISO
- Moodle
- Go to Moodle page
Contribution of the course to the overall degree programme goals
The teaching is one of the defining courses of the Master's Degree course in Global Development and Entrepreneurship and provides economic and financial knowledge in financial markets and investments.
The course focuses on portfolio theory and will focus on the risk-return relationship, capital allocation on risky assets, the optimal portfolio of risky assets, and asset pricing models.
During the course, practical cases will be discussed in order to apply the acquired knowledge.
The course focuses on portfolio theory and will focus on the risk-return relationship, capital allocation on risky assets, the optimal portfolio of risky assets, and asset pricing models.
During the course, practical cases will be discussed in order to apply the acquired knowledge.
Expected learning outcomes
1. Knowledge and comprehension
- understanding of the economic/financial phenomena in the financial markets.
- understanding of the portfolio theory through classical pricing models
2. Application of Knowledge and comprehension
- Identify the financial information for investment decisions
- Empirical analyses for the estimation of the beta of stocks or portfolios of stocks
3. Judgment skills
- ability to make portfolio choices
- ability to build financial portfolios
- understanding of the economic/financial phenomena in the financial markets.
- understanding of the portfolio theory through classical pricing models
2. Application of Knowledge and comprehension
- Identify the financial information for investment decisions
- Empirical analyses for the estimation of the beta of stocks or portfolios of stocks
3. Judgment skills
- ability to make portfolio choices
- ability to build financial portfolios
Pre-requirements
Follow the requirements indicated by the Master's Degree course in Global Development and Entrepreneurship
Contents
Portfolio Theory and Practice:
Relationship and measurement of risk and return;
capital allocation to risky assets;
optimal risky portfolio;
index models;
the Capital Asset Pricing Model;
the Multi-factors models.
Relationship and measurement of risk and return;
capital allocation to risky assets;
optimal risky portfolio;
index models;
the Capital Asset Pricing Model;
the Multi-factors models.
Referral texts
The course is based on Ch. 5-10 of: Investments, by Alan Marcus, Zvi Bodie, Alex Kane - McGraw-Hill Education, 11th edition
Assessment methods
Written exam with multiple-choice questions.
The answer may require some computation and/or reasoning that will have to be included in the answer.
The answer may require some computation and/or reasoning that will have to be included in the answer.
Teaching methods
Lecture. Slides shown in the lecture, test-banks, exercises and examples available on Moodle platform.
Teaching language
English
Type of exam
written
2030 Agenda for Sustainable Development Goals
This subject deals with topics related to the macro-area "International cooperation" and contributes to the achievement of one or more goals of U. N. Agenda for Sustainable Development
Definitive programme.
Last update of the programme: 05/06/2024