Infopaket

Portfolio Management

ОК 26

Обов’язкова дисципліна для ОП

First

2023/2024

8 Semester

4

PLO 5. To apply analytical and methodical tools for substantiating proposals and making managerial decisions by various economic agents (individuals, households, enterprises and government authorities) PLO 8. To apply appropriate economic and mathematical methods and models for solving economic problems PLO 12. To apply the acquired theoretical knowledge to solve practical problems and interpret the obtained results in a meaningful way PLO 17. To perform multidisciplinary analysis of socio-economic phenomena and problems in one or more professional fields, taking into account risks and possible socio-economic consequences

Full-time form

To know: theoretical foundations of investment activity, frameworks of functioning of financial markets, basic microeconomic principles, basic concepts of probability theory and mathematical statistics, conceptual bases of modeling of economy To have skills: skills of calculation of basic investment indicators, skills of analysis, processing and visualization of statistical data, basics of econometric analysis, approaches to construction of economic and mathematical models.

The discipline “Portfolio Management” aims at equipping students with theoretical knowledge and practical skills in modern portfolio management. This involves acquisition of knowledge on theoretical statements, approaches, methods, techniques, and models of portfolio management, use of hedging instruments, and principles of portfolio performance evaluation.

1. Kaminskyi A. Portfolio Management. – Kyiv: Znannia, 2015. – 214 p. 2. ETF Investing: The Beginners Guide to Create Passive Income and Achieve Financial Freedom with ETF (Kindle Edition), - 90 p., 2020. 3. Levinson M. Guide to Financial Markets: Why They Exist and How They Work, The Economist, 7th ed. – 304 p., 2018. 4. Elton E., Gruber M. Brown S., Goetzmann W. (2014). Modern Portfolio Theory and Investnment Analysis, 9th edition. New York: John Wiley & Sons. 5. Maginn J., Tuttle D., Mcleavey D., Pinto J. (2007). Managing Investment Portfolios: A Dynamic Process, 3d edition. New York: John Wiley & Sons. 6. Maginn J., Tuttle D., Mcleavey D., Pinto J. (2007). Managing Investment Portfolios Workbook: A Dynamic Process, 3d edition. New York: John Wiley & Sons. 7. Portfolio Management in Practice, Volume 1: Investment Management Workbook (2020). CFA Institute, 352 p. 8. Portfolio Management in Practice, Volume 2: Asset Allocation (2020). CFA Institute, 640 p.

Lecture, seminar, workshop, panel discussions, team work, case studies, student’s self-study, exam

Forms of students’ estimation (max 100 scores / min 60): 1. Fulfilling practical works (LO 1.1-1.3; 2.1-2.4) – totally 4 practical works during the course. Each practical work estimated by scores in range 0-10. Maximum total scores for practical works are 40. Minimum acceptable scores are 24. Practical works 1-2 involves in grades for Module 1, practical works 3-4 involves grades for Module 2. 2. Testing (LO 1.1-1.3) during semester includes 10 (max) scores. Acceptable minimum is 6 scores. 3. Participation in discussions of case studies (LO 1.1, 1.2; 2.1-2.3; 4.1) during semester include 10 (max) scores (Minimum acceptable is 6 scores). 3. Maximum scores for Modules 1 and 2 are 20 scores for each. 4. Unsupervised work (LO 2.2-2.4; 4.1) includes 20 (max) scores (acceptable minimum is 12 scores). 6. Final written test. Carried out in the form of a written test (max. points 20 / min. points 12) is conducted at one of the last seminars in the discipline.

English