{"id":null,"code":"721952S","name":{"valueFi":"Portfolio Management","valueEn":"Portfolio Management","valueSv":""},"credits":6.0,"minCredits":6,"maxCredits":6,"tags":[],"createdAt":1790533340955,"contentList":[{"title":{"valueFi":"Osaamistavoitteet","valueEn":"Learning outcomes","valueSv":""},"content":{"valueFi":"Upon completion of the course, students understand the key concepts in portfolio management and are able to implement and evaluate equity trading strategies on the basis of academic evidence.","valueEn":"Upon completion of the course, students understand the key concepts in portfolio management and are able to implement and evaluate equity trading strategies on the basis of academic evidence.","valueSv":""}},{"title":{"valueFi":"Sisältö","valueEn":"Content","valueSv":""},"content":{"valueFi":"Neoclassical finance and economics concepts in portfolio management; asset managers and their role in the economy; major asset classes and their key characteristics; expected utility; mean-variance portfolio optimization, shortcomings and developments; factor theory; return predictability; risk management; portfolio performance evaluation; equity investment strategies; asset allocation and macro strategies.","valueEn":"Neoclassical finance and economics concepts in portfolio management; asset managers and their role in the economy; major asset classes and their key characteristics; expected utility; mean-variance portfolio optimization, shortcomings and developments; factor theory; return predictability; risk management; portfolio performance evaluation; equity investment strategies; asset allocation and macro strategies.","valueSv":""}},{"title":{"valueFi":"Suoritustavat","valueEn":"Study Methods","valueSv":""},"content":{"valueFi":"The final evaluation is based on group work, which includes a term paper and two presentations, a set of weekly assignments or learning diaries, as well as class activities.","valueEn":"The final evaluation is based on group work, which includes a term paper and two presentations, a set of weekly assignments or learning diaries, as well as class activities.","valueSv":""}},{"title":{"valueFi":"Toteutustavat","valueEn":"Teaching Methods","valueSv":""},"content":{"valueFi":"Face-to-face teaching.\r\n36 hours of lectures, including exercises and computer lab sessions. Students also engage in a group project in which they select, implement and test an equity trading strategy.","valueEn":"Face-to-face teaching.\r\n36 hours of lectures, including exercises and computer lab sessions. Students also engage in a group project in which they select, implement and test an equity trading strategy.","valueSv":""}},{"title":{"valueFi":"Oppimateriaalit","valueEn":"Learning material","valueSv":""},"content":{"valueFi":"<p>The main readings include the lecture notes, a selected set of scientific articles, and other course material which will be distributed during the course.</p>","valueEn":"<p>The main readings include the lecture notes, a selected set of scientific articles, and other course material which will be distributed during the course.</p>","valueSv":""}},{"title":{"valueFi":"Lisätiedot","valueEn":"Further information","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Kurssikirjallisuus","valueEn":"Literature","valueSv":""},"content":{"valueFi":"1. The companion book:\r\nPedersen, Lasse Heje. Efficiently inefficient: how smart money invests and market prices are determined. Princeton University Press, 2015\r\n(https://oula.finna.fi/Record/oula.1550641)\r\n \n2. The companion book:\r\nAng, Andrew. Asset management: A systematic approach to factor investing. Oxford University Press, 2014. \r\n(https://oula.finna.fi/Record/oula.1427424)\r\n \n3. Useful as background reading:\r\nIlmanen, Antti. Expected returns: an investor’s guide to harvesting market rewards. John Wiley & Sons, 2011. \r\n(https://oula.finna.fi/Record/oula.1160870)\r\n \n4. Useful as background reading:\r\nBodie, Zvi. Investments. McGraw-Hill, 2013. \r\n(https://oula.finna.fi/Record/oula.1238073) ","valueEn":"1. The companion book:\r\nPedersen, Lasse Heje. Efficiently inefficient: how smart money invests and market prices are determined. Princeton University Press, 2015\r\n(https://oula.finna.fi/Record/oula.1550641)\r\n \n2. The companion book:\r\nAng, Andrew. Asset management: A systematic approach to factor investing. Oxford University Press, 2014. \r\n(https://oula.finna.fi/Record/oula.1427424)\r\n \n3. Useful as background reading:\r\nIlmanen, Antti. Expected returns: an investor’s guide to harvesting market rewards. John Wiley & Sons, 2011. \r\n(https://oula.finna.fi/Record/oula.1160870)\r\n \n4. Useful as background reading:\r\nBodie, Zvi. Investments. McGraw-Hill, 2013. \r\n(https://oula.finna.fi/Record/oula.1238073) ","valueSv":"1. The companion book:\r\nPedersen, Lasse Heje. Efficiently inefficient: how smart money invests and market prices are determined. Princeton University Press, 2015\r\n(https://oula.finna.fi/Record/oula.1550641)\r\n \n2. The companion book:\r\nAng, Andrew. Asset management: A systematic approach to factor investing. Oxford University Press, 2014. \r\n(https://oula.finna.fi/Record/oula.1427424)\r\n \n3. Useful as background reading:\r\nIlmanen, Antti. Expected returns: an investor’s guide to harvesting market rewards. John Wiley & Sons, 2011. \r\n(https://oula.finna.fi/Record/oula.1160870)\r\n \n4. Useful as background reading:\r\nBodie, Zvi. Investments. McGraw-Hill, 2013. \r\n(https://oula.finna.fi/Record/oula.1238073) "}},{"title":{"valueFi":"Esitietovaatimukset","valueEn":"Qualifications","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Arviointiasteikko","valueEn":"Assessment scale","valueSv":""},"content":{"valueFi":"1-5/HYL","valueEn":"1-5/FAIL","valueSv":"1-5/FAIL"}},{"title":{"valueFi":"Arviointikriteerit","valueEn":"Assessment criteria","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Arviointikriteerit 2","valueEn":"Evaluation criteria 2","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Arviointikriteerit 3","valueEn":"Evaluation criteria 3","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Arviointikriteerit 4","valueEn":"Evaluation criteria 4","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Pääasiallinen opetuskieli","valueEn":"Primary Teaching Language","valueSv":""},"content":{"valueFi":"englanti","valueEn":"English","valueSv":"engelska"}},{"title":{"valueFi":"Taso","valueEn":"Level","valueSv":""},"content":{"valueFi":"Syventävät opinnot","valueEn":"Advanced Studies","valueSv":"Syventävät opinnot"}},{"title":{"valueFi":"Oppiaine","valueEn":"Subject","valueSv":""},"content":{"valueFi":"Rahoitus","valueEn":"Finance","valueSv":""}},{"title":{"valueFi":"Vastuuhenkilöt","valueEn":"Person in charge","valueSv":""},"content":{"valueFi":"Asif Ruman","valueEn":"Asif Ruman","valueSv":"Asif Ruman"}},{"title":{"valueFi":"Luokittelu","valueEn":"Classification","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}},{"title":{"valueFi":"Linkit","valueEn":"Links","valueSv":""},"content":{"valueFi":"","valueEn":"","valueSv":""}}]}