The course covers the fundamentals of applied portfolio theory and management with particular emphasis on the interaction between key theoretical concepts and ideas and their practical applications. The course starts from the essentials represented by mean-variance portfolio selection and state-preference theory through the basics of utility theory. It subsequently progresses to cover the differences between active and passive portfolio management, the role of predictable investment opportunities in the former case and benchmarking in the latter, to conclude with a treatment of recent trends in the asset management industry, such “smart beta” and ESG (Environmental, Social, and Governance) objectives. Some applied elements of performance evaluations are also covered.
The session that we stream on March 29 at 10.15 CEST is dedicated to “Smart Beta” Factor Investing: mapping factor exposures into asset allocations.
WhyTo make Finance your future, acquire innovative competences that generate true value and learn in 12 months new ways to manage Global Finance.When29th March, 10:15-11:45 (CEST)
Keynote SpeakerMassimo Guidolin, Professor of Corporate Finance and Real Estate
We look forward to welcoming you and introducing you to the MCF world.
