A86032 Asset Management

At the end of the course the student will be able:

1. to perform the asset allocation of third parties taking into account the different level of risk aversion of each investor;
2. to maximize the performance of a diversified portfolio in a risk-return perspective taking advantage from the extraordinary variety of financial instruments available to investors, ranging from fixed income products to hedge funds.
3. to execute a wise stock picking, being able to fairly weigh the past performance and the growth expectation of each asset;

Z. Bodie, A. Kane, A.J. Marcus, Investments, any edition,  + Handouts and other specific readings are handed over during the course.

Aswath Damodaran, The handbook of fixed income securitiesInvestment Philosophies, McGraw-HillWiley Finance. 2012

Maginn, John L., Donald L. Tuttle, Jerald F. Pinto, and Dennis W. McLeavey, Managing Investment Portfolios: A Dynamic Process, 3rd edition. Wiley, 2007.

Rappaport, Alfred, and Michael J. Mauboussin, Expectations Investing. Boston: Harvard Business  School Press, 2001