Course outline

School

Economics & Social Sciences

Department

Business Administration

Level of Studies

Undergraduate

Course code

701

Semester

7^ο

Course title

Portfolio Management

INDEPENDENT TEACHING ACTIVITIES

Weekly teaching hours
-

ECTS

4

5

Type of course

Compulsory

Prerequisite course

Language of instruction and exams

Greek

The course is offered to Erasmus students

ΝΟ

Course URL

eclass

Learning outcomes

Upon the successful completion of the course, students will be able to:

• Gain an understanding of the functions of the investment process starting with an understanding of the risk and return characteristics of individual assets as well as portfolios through the concept of excellent portfolio selection and portfolio management evaluation.
• Analyze topics such as:
  • Estimation of returns, and systematic and unsystematic risk of a portfolio.
  • Identification of efficient portfolios.
  • Assessing investors' risk/return preferences and constructing optimal portfolios based on utility theory.
  • Application of portfolio evaluation measures to the evaluation of portfolio management and performance.
  • Formulation and development of diversification strategies with the aim of reducing unsystematic risk and hedging the market risk of a portfolio.
  • Formulation of portfolio management strategy.

General Skills

Search, analysis and synthesis of data and information, using the necessary technologies

Adaptation to new situations

Decision making

Work in an interdisciplinary environment

Respect for diversity and multiculturalism

Demonstration of social, professional and ethical responsibility and sensitivity to gender issues

Development of criticism and self-criticism

Promotion of free, creative and inductive thinking

• The Investment Process and the Financial System
• Microeconomic consideration of investor behavior under uncertainty
• Performance and Risk
• Portfolio Theory
• Single and multiple indicator templates
• Capital Market Theory: The CAPM & APT Models
• Fundamental Stock Analysis: Discounted Flow Models
• Efficiency of the Markets
• Technical analysis
• Portfolio Management Strategies

TEACHING METHOD

face-to-face

USE OF INFORMATION AND COMMUNICATION TECHNOLOGIES

Use of information and communication technologies in teaching, laboratory education, communication with students. Electronic communication with students, learning-process support through the “e-class” online platform.

TEACHING ORGANIZATION

STUDENT EVALUATION

Examination language: Greek

Written exams (100%)

– ΣύγχρονηΘεωρίαΧαρτοφυλακίουκαιΑνάλυσηΕπενδύσεων, Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann, https://service.eudoxus.gr/search/#a/id:50657709/0

– Χρηματοπιστωτικές Αγορές και Ιδρύματα, Saunders Anthony, Cornett Marcia M., https://service.eudoxus.gr/search/#a/id:86056108/0

– Ανάλυση Επενδύσεων και Διαχείριση Χαρτοφυλακίου, Reilly K. Frank, Brown C. Keith, https://service.eudoxus.gr/search/#a/id:77107353/0