Infopaket

PORTFOLIO MANAGEMENT

3.2.1.7

Вибіркова дисципліна для ОП

Second

2023/2024

4 Semester

5

To develop, substantiate and take effective decisions for development of social-economic systems and management of economic subject`s activity (program`s result «ПРН 2») To collect, process and analyse statistical data information, scientific and analytical materials, which are necessary for solution of complex economic tasks (program`s result «ПРН 8») To identify and critically assess conditions and tendencies of social-economic development, to form and analyze models of economic systems and processes (program`s result «ПРН 11») To ground management decisions of economic entities development considering goals, resources, constraints and risks (program`s result «ПРН 12») To assess potential risks, social-economical consequences of management decisions program`s result «ПРН 13»

• Successful learning courses «Investments», «Risk Theory», «Statistics», «Prodability Theory for Economists». • Knowledge of investment processes, financial markets functioning, methods of statistical analysis, proficiency in building of economic-mathematical models

The academic discipline is designed around three subject modules: Module I. A Framework for Portfolio Management Module II. Portfolio Management: Traditional and Alternative Assets Module III. Hedging Portfolio and Performance Evaluation Each module consists of a relatively independent part of the course and aims at meeting specific goals and learning objectives. Thus, Module I is focused on exploring modern environment of portfolio management process. Also, this module aims to teach students techniques of creating IPS (Investment policy statement) for individual and institutional investors, analyzing “risk-return” correspondence for investment opportunities, and using different techniques for handling data.

Assessments structure - During semester (max scores 80 / min scores 48) 1. Fulfilling laboratory works – totally 8 laboratory works during the course. Each laboratory work estimated by scores in range 0-5. Maximum scores are 40. Minimum acceptable is 24 scores. Laboratory works 1-4 form grades for Module 1, laboratory works 5-8 form grades for Module 2. 2. Tests and participation in discussions of case studies during semester include 20 + 20 = 40 (max) scores which form Module 3 grade (Minimum acceptable is 24 scores).

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