Всего учебных программ в данном разделе: 7
Учебные программы
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Инвестиционный менеджмент [учебная программа]
Опубликовано на портале: 13-09-2004
Анна Евгеньевна Лукьянова
3 - 4 курс
Цель курса «Инвестиционный менеджмент»: рассматриваются задачи стратегии
и тактики инвестиционного менеджмента, связанные
с изучением формирования и использования инвестиционных ресурсов, предназначенных
для реальных и портфельных инвестиций.
Объем курса: 32 часа лекций и 16 часов семинарских занятий.
Объем курса: 32 часа лекций и 16 часов семинарских занятий.
К содержанию курса «Инвестиционный менеджмент» прилагается список рекомендованной литературы



Производные финансовые инструменты [учебная программа]
Опубликовано на портале: 23-10-2003
Арсений Борисович Фельдман
Дисциплина преподается на 5 курсе Финансовой Академии при Правительстве РФ. Объем
лекций - 36 часов, семинаров - 12 часов. В курсе рассматриваются различные виды производных
финансовых инструментов - опционы, фьючерсы, свопы, их функции и специфика. Программа
включает содержание курса, темы лекций и практических занятий, списки основной и
дополнительной литературы.




Investment Analysis and Portfolio Management [учебная программа]
Опубликовано на портале: 22-06-2006
Don M. Chance
Fall 1999
Examines the role and functioning of securities markets. Specific topics include
the equity market, fixed-income securities market, and mutual funds. The course presents
portfolio and capital market theory, the efficient markets hypothesis, institutional
organization, and security valuation techniques. This is a course designed to give
you some basic knowledge of the principles of investing, but more importantly to
teach you correctly about investing. It is a blend of theory and practice. We learn
"theory" because it teaches us how to think. We learn "practice" because that is
where we apply what we learned when learning how to think. The point of view of this
course is as an institutional investor. In fact a project required for this course
is to apply what you learn to develop a long term investment plan for yourself.



Investments and Portfolio Management [учебная программа]
Опубликовано на портале: 25-09-2007
Robert S. Kravchuk
fall 2004
This course surveys the basic theory and practice of investments, including: asset
valuation;
stocks, bonds, and hybrid securities (including options and financial derivatives);
impact of risk
and uncertainty on expected market returns for risky assets; quantification of risk;
asset
allocation; creation of portfolios to diversify market risk; the Capital Asset Pricing
Model
(CAPM); Arbitrage Pricing Theory (APT); factor models; and the theory and tests of
market
efficiency. The course is designed for SPEA masters’ students with interests
in investment
management, and design of investment portfolios. It will be of use to those who will
seek work in
city and state finance offices, state treasuries, investment banks, commercial bank
trust
departments, pension funds, mutual funds, and other financial institutions


Macro Investment Analysis [учебная программа]
Опубликовано на портале: 27-06-2006
William F. Sharpe
Spring 1999
This course is Macro Investment Analysis. It can be considered a second course
on portfolio management. Author take a particular view of the portfolio management
process, with emphasis on (1) the decisions that must be made by and/or for the ultimate
investor and (2) the analytic tools and empirical evidence that can help inform such
decisions.



Derivatives Markets I [учебная программа]
Опубликовано на портале: 23-10-2003
Constantinos Skiadas
Winter 2003
A rigorous and quantitatively demanding MBA course on futures, options, and related
derivatives. The emphasis is on arbitrage pricing and hedging methods.



Investments [учебная программа]
Опубликовано на портале: 27-06-2006
Robert F. Stambaugh
Fall 2001
The objective of this course is to undertake a rigorous study of theory and empirical
evidence relevant to investment management. Topics covered include (1) the behavior
of security
prices, (2) objectives for short-term and long-term investing, (3) diversification,
(4) constructing
optimal portfolios, (5) modeling and estimating risk-reward tradeoffs, (6) active
vs. passive
strategies, and (7) evaluating the performance of managed portfolios. Much of the
course is
devoted to common stocks, but other investments, especially fixed-income securities,
will be
included. The course does not cover individual security selection and valuation
(i.e., this is not a
course on equity research or stock picking).
The course is applied in an important sense, in that various concepts and
approaches are
subjected to real-world data. On the other hand, the course devotes less time to
the institutional
aspects of investment management and is fairly quantitative. Rather than describe
the operational
details of current practice, the course atempts to provide a lasting conceptual framework
in which
to view the investment process and to analyze future ideas and changes in the investment
environment.
The prerequisites are Fin 601 and Stat 621 (MBA students) or Fin 102 and
Stat 101
(undergraduates). Given that investment management requires one to understand and
deal
effectively with randomness, a good grounding in statistics is essential, and familiarity
with
statistics should extend through multiple regression, covariance, and correlation.



