Portfolio Analysis

The course deals with theories of financial asset pricing in developed capital markets. The basis of pricing theories is the portfolio selection theory which is used for the deduction of the so called optimal portfolio holding, that is, how investors should combine a high number of financial assets to achieve the best balance between yield and risk. The portfolio models discussed are CAPM and APT and their empirical correspondences "Single-index" and "Multi-index" models. The course also treats ways in which financial corporations can protect their portfolios against different types of risks, and ways to evaluate portfolio investments. Theories are practically implemented through computer exercises in which students compose portfolios and evaluate the result.

Progressive specialisation: G2F (has at least 60 credits in first‐cycle course/s as entry requirements)

Education level: Undergraduate level

Selection:

Selection is usually based on your grade point average from upper secondary school or the number of credit points from previous university studies, or both.

This course is included in the following programme

• Programme in Business and Economics (studied during year 3)
• Master Programme in Economics: Master (studied during year 1)
• Political Science (studied during year 3)
• Bachelor’s Programme in Political Science (studied during year 3)