Portfolio Management
Informacje ogólne
Kod przedmiotu: | 235191-D |
Kod Erasmus / ISCED: |
04.3
|
Nazwa przedmiotu: | Portfolio Management |
Jednostka: | Szkoła Główna Handlowa w Warszawie |
Grupy: |
Elective courses for GLO - masters |
Punkty ECTS i inne: |
4.50 (zmienne w czasie)
|
Język prowadzenia: | angielski |
Efekty uczenia się: |
Wiedza: Student knows the spectrum of available potential elements of investment portfolio; Student knows the methods of measuring effectiveness of investments in individual financial assets. Student acquires knowledge enabling him to construct optimal investment portfolio. Student knows basic investment strategies and understands conditions for their application. Umiejętności: Student should be able to describe the current investment environment. Student should be able to obtain and interpret investment information from various sources. Studen should able to analyze various investment vehicles such as common stock, fixed income securities, derivatives, mutual funds and alternative investments. Student should be able to relate financial theories of valuation, portfolio management and efficient markets to current market conditions. Kompetencje społeczne: Student becomes familiar with various conditions, problems and limitations of investment process. Student is made aware of the fact that investment management requires interdisciplinary knowledge, which is the necessary condition for solving problems. |
Zajęcia w cyklu "Semestr letni 2024/25" (w trakcie)
Okres: | 2025-02-15 - 2025-09-30 |
Przejdź do planu
PN WYK
WT ŚR CZ PT |
Typ zajęć: |
Wykład, 45 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | Jacek Tomaszewski | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
The course covers traditional approaches to selection and management of financial investments as well as modern portfolio theory. The course will present modern security valuation models including market equilibrium models (CAPM, APT etc), portfolio efficiency evaluation measures as well as discussion of practical aspects of portfolio management. Derivatives in portfolio management and management of alternative assets portfolios are also discussed during the course. |
|
Pełny opis: |
To present and explain to the students: 1. the whole spectrum of instruments that can be used in the process of financial investments, 2. methods of quantification and measurement of the return and risks of investments for both individual assets and financial portfolios, 3. methods of portfolio selection and construction, 4. selected investment strategies utilized in modern financial markets, 5. techiques of financial portfolio risk management. |
|
Literatura: |
Literatura podstawowa: 1. K. Jajuga, T. Jajuga, Inwestycje, instrumenty finansowe, aktywa niefinansowe, ryzyko finansowe, inżynieria finansowa, Wydawnictwo Naukowe PWN, wydanie III, Warszawa 2011. 2. E.J. Elton, M.J. Gruber, Nowoczesna teoria portfelowa i analiza papierów wartościowych, Wydawnictwo WIG Press, Warszawa 1998. Literatura uzupełniająca: F.K. Reilly, K.C. Brown, Investment Analysis and Portfolio Management, South-Western Cengage Learning, Mason OH, 2011, 10th edition. |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 67.00% ocena z ćwiczeń: 33.00% |
Zajęcia w cyklu "Semestr zimowy 2024/25" (zakończony)
Okres: | 2024-10-01 - 2025-02-14 |
Przejdź do planu
PN WT WYK
ŚR CZ PT |
Typ zajęć: |
Wykład, 45 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | Jacek Tomaszewski | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
The course covers traditional approaches to selection and management of financial investments as well as modern portfolio theory. The course will present modern security valuation models including market equilibrium models (CAPM, APT etc), portfolio efficiency evaluation measures as well as discussion of practical aspects of portfolio management. Derivatives in portfolio management and management of alternative assets portfolios are also discussed during the course. |
|
Pełny opis: |
To present and explain to the students: 1. the whole spectrum of instruments that can be used in the process of financial investments, 2. methods of quantification and measurement of the return and risks of investments for both individual assets and financial portfolios, 3. methods of portfolio selection and construction, 4. selected investment strategies utilized in modern financial markets, 5. techiques of financial portfolio risk management. |
|
Literatura: |
Literatura podstawowa: 1. K. Jajuga, T. Jajuga, Inwestycje, instrumenty finansowe, aktywa niefinansowe, ryzyko finansowe, inżynieria finansowa, Wydawnictwo Naukowe PWN, wydanie III, Warszawa 2011. 2. E.J. Elton, M.J. Gruber, Nowoczesna teoria portfelowa i analiza papierów wartościowych, Wydawnictwo WIG Press, Warszawa 1998. Literatura uzupełniająca: F.K. Reilly, K.C. Brown, Investment Analysis and Portfolio Management, South-Western Cengage Learning, Mason OH, 2011, 10th edition. |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 67.00% ocena z ćwiczeń: 33.00% |
Zajęcia w cyklu "Semestr letni 2023/24" (zakończony)
Okres: | 2024-02-24 - 2024-09-30 |
Przejdź do planu
PN WT ŚR WYK
CZ PT |
Typ zajęć: |
Wykład, 45 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | Małgorzata Mikita, Jacek Tomaszewski | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
The course covers traditional approaches to selection and management of financial investments as well as modern portfolio theory. The course will present modern security valuation models including market equilibrium models (CAPM, APT etc), portfolio efficiency evaluation measures as well as discussion of practical aspects of portfolio management. Derivatives in portfolio management and management of alternative assets portfolios are also discussed during the course. |
|
Pełny opis: |
To present and explain to the students: 1. the whole spectrum of instruments that can be used in the process of financial investments, 2. methods of quantification and measurement of the return and risks of investments for both individual assets and financial portfolios, 3. methods of portfolio selection and construction, 4. selected investment strategies utilized in modern financial markets, 5. techiques of financial portfolio risk management. |
|
Literatura: |
Literatura podstawowa: 1. K. Jajuga, T. Jajuga, Inwestycje, instrumenty finansowe, aktywa niefinansowe, ryzyko finansowe, inżynieria finansowa, Wydawnictwo Naukowe PWN, wydanie III, Warszawa 2011. 2. E.J. Elton, M.J. Gruber, Nowoczesna teoria portfelowa i analiza papierów wartościowych, Wydawnictwo WIG Press, Warszawa 1998. Literatura uzupełniająca: F.K. Reilly, K.C. Brown, Investment Analysis and Portfolio Management, South-Western Cengage Learning, Mason OH, 2011, 10th edition. |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 67.00% ocena z ćwiczeń: 33.00% |
Zajęcia w cyklu "Semestr zimowy 2023/24" (zakończony)
Okres: | 2023-10-01 - 2024-02-23 |
Przejdź do planu
PN WT ŚR CZ PT |
Typ zajęć: |
Wykład, 45 godzin
|
|
Koordynatorzy: | (brak danych) | |
Prowadzący grup: | Jacek Tomaszewski | |
Lista studentów: | (nie masz dostępu) | |
Zaliczenie: |
Przedmiot -
Ocena
Wykład - Ocena |
|
Skrócony opis: |
The course covers traditional approaches to selection and management of financial investments as well as modern portfolio theory. The course will present modern security valuation models including market equilibrium models (CAPM, APT etc), portfolio efficiency evaluation measures as well as discussion of practical aspects of portfolio management. Derivatives in portfolio management and management of alternative assets portfolios are also discussed during the course. |
|
Pełny opis: |
To present and explain to the students: 1. the whole spectrum of instruments that can be used in the process of financial investments, 2. methods of quantification and measurement of the return and risks of investments for both individual assets and financial portfolios, 3. methods of portfolio selection and construction, 4. selected investment strategies utilized in modern financial markets, 5. techiques of financial portfolio risk management. |
|
Literatura: |
Literatura podstawowa: 1. K. Jajuga, T. Jajuga, Inwestycje, instrumenty finansowe, aktywa niefinansowe, ryzyko finansowe, inżynieria finansowa, Wydawnictwo Naukowe PWN, wydanie III, Warszawa 2011. 2. E.J. Elton, M.J. Gruber, Nowoczesna teoria portfelowa i analiza papierów wartościowych, Wydawnictwo WIG Press, Warszawa 1998. Literatura uzupełniająca: F.K. Reilly, K.C. Brown, Investment Analysis and Portfolio Management, South-Western Cengage Learning, Mason OH, 2011, 10th edition. |
|
Uwagi: |
Kryteria oceniania: egzamin tradycyjny-pisemny: 67.00% ocena z ćwiczeń: 33.00% |
Właścicielem praw autorskich jest Szkoła Główna Handlowa w Warszawie.