Investment Portfolio (FAP) 220431-D
Wykład (WYK) Semestr zimowy 2019/20

Financial instruments and markets - description and typology in order to settle available range of potential portfolio's components.

Risk and profitability in investment process - identification, classification and quantification.

Appliance of Yield curve in the process of analysis and valuation of debt instruments (fixed -, variable coupon and convertible bonds).

Construction and management strategies of bonds' portfolio (inter alia immunization by use of duration and convexity).

Analysis and valuation of shares.

Construction of investment portfolio (analysis of business cycle, fundamental and technical analysis, quality analysis) and liquidity limitations (window dressing, front running).

Key principles of investment portfolio diversification - Markowitz theory.

CAPM.

Single Index Sharpe Model and APT Model.

Portfolios comprised by shares and bonds.

Effectiveness of securities? portfolio and some aspects of behaviour theory.

Derivatives in the process of securities portfolio management.

Construction and analysis of credit portfolio.

Management of credit portfolio.

Structured instruments and alternative investment.