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BE-505-1 Portfolio Management

Master's Programme in Business Administration , Master's Programme in Business Administration (5-years)

Spring

Norwegian

BE-415 Investments and SE-409 Quantitative methods in economics and finance

Upon completion of the course the students should be able to: give an overview of different asset classes and their risk-reward characteristics, international asset markets, currency risk and diversification distinguish between active and passive portfolio management have knowledge of different investment styles understand and compare different alternative investment classes analyze and compare different portfolio performance and attribution measures

This course focuses on the application of investment theory for portfolio management. Private and public savings are often managed by professional investment managers (asset manager, hedge fund managers). The course builds on investment theory, but it increases the scope both from a theoretical, practical and empirical point of view. It discusses the investment process, various asset classes, active versus passive investments, strategic allocation between asset classes and portfolio performance evaluation.

Lectures and group work, 4-5 hours a week

Passing grade on written assignments prior to exam. Further information will be given in Fronter.

4-hour written examination. Differentiated grades.

Theoretical

Graduate

Normally fourth year

Head of Department Andrè Tofteland

Face-to-face

The syllabus will be published on the home page of the course when finalised. See link in the upper right hand corner of the page.

Faculty of Economics and Social Sciences

ECTS Course Catalogue University of Agder 2009-10
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Norwegian Version