The course introduces students to risk diversification and portfolio investments. The course provides information about the legal and institutional framework of portfolio investment companies in Greece and describes practical applications of portfolio theory. On completion of the course students must be able to analyze and evaluate portfolio investments, understand limitations and efficiently manage a securities portfolio.
Course Content (Syllabus)
Portfolio theory. Capital asset pricing models. Portfolio companies. Markets and indices. Mutual Funds. Closed-end funds. Pension funds. Hedge Funds. Portfolio performance evaluation.
Risk, return, CAPM, portfolio performance, Sharpe index, Treynor index, Jensen alpha.