Duration
30h Th
Number of credits
| Advanced Master in Financial Risk Management | 5 crédits |
Lecturer
Language(s) of instruction
English language
Organisation and examination
Teaching in the first semester, review in January
Schedule
Units courses prerequisite and corequisite
Prerequisite or corequisite units are presented within each program
Learning unit contents
The course purposes to provide technical foundations on portfolio optimisation, asset pricing and portfolio performance assessment techniques with a practical focus allowing students to acquire a critical perspective on portfolio construction techniques while introducing some key challenges of sustainability investing practices.
The course curriculum is structured around the following four building blocks:
- Kick starting - basic reminder
- Portfolio optimization - portfolio construction
- Asset pricing - expected returns
- Assessment - performance evaluation
Learning outcomes of the learning unit
The learning objectives are articulated around three key capabilities and competences:
1. The acquisition of technical understanding and underlying principles of key portfolio management tools.
2. The development of critical and analytical thinking pertaining to numerical methods and resulting outputs.
3. The basic introduction to some examples of intersection between sustainability considerations and portfolio management.
Prerequisite knowledge and skills
The foundations required to follow this course are:
- Basic financial economics theory
- Basic probability theory
- Numerical and computer proficiency
Planned learning activities and teaching methods
The course is delivered under the format of lectures.
Certain sessions adopt a more practical focus with:
- student presentations of recent academic insights; and
- empirical flash applications.
Mode of delivery (face to face, distance learning, hybrid learning)
Blended learning
Additional information:
Hybride learning
Course materials and recommended or required readings
Recommended
Stewart, S. D., Piros, C. D., & Heisler, J. C. (2019). Portfolio management: Theory and practice. John Wiley & Sons.
Kinlaw, W., Kritzman, M. P., & Turkington, D. (2021). Asset Allocation: From Theory to Practice and Beyond. John Wiley & Sons.
Required
List of academic articles provided at the beginning of the course.
Items Online
Lectures and working template uploaded
Exam(s) in session
Any session
- In-person
written exam
Additional information:
- Final written exam ('open book')
- Group presentation and/or participation
Work placement(s)
N/A
Organisational remarks and main changes to the course
Students are expected to be equipped with a computer and a working version of Excel during the lectures (Virtual or Physical).
Contacts
Gildas Blanchard :
gildasblanchard@gmail.com
Association of one or more MOOCs
There is no MOOC associated with this course.