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Asset Management: Théorie et Pratique

  • Teacher(s):   P.Guillemin  
  • English title: Asset Management: Theory and Practice
  • Course given in: French
  • ECTS Credits: 3 credits
  • Schedule: Spring Semester 2020-2021, 2.0h. course (weekly average)
  •  sessions
  • site web du cours course website
  • Related programmes:
    Bachelor (BSc) in Economic Sciences

    Bachelor of Science (BSc) in Management
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Objectives

The purpose of this class is to introduce asset management from both a theoretical and a practical perspective. It will start with an overview of the asset management industry, when we will analyse the main participants and financial instruments. We will then study the theoretical background of asset allocation and the existing performance and risk measures. The course will dive further with the analysis of different risk factors and how they are estimated and how they can be used. Finally, we will study socially responsible investments. If the time allows, we will have a session reserved to invited industry professionals.

Contents

  1. Introduction
  2. Expected returns, risk and diversification
  3. Performance and risk measurement
  4. Active/Passive Investing
  5. Betas and risk factors
  6. Socially responsible investment

References

- "Asset Management: A Systematic Approach To Factor Investing", A. Ang, Oxford University Press, 2014

- "Théorie du portefeuille et analyse de sa performance", N. Amenc et V. Le Sourd, Economica, 2003

- "Gestion de portefeuille : analyse quantitative et gestion structurée", P. Bertrand et J.-L. Prigent, Economica, 2006

Evaluation

First attempt

Exam:
Written 2 hours
Documentation:
Allowed
Calculator:
Allowed
Evaluation:

Online exam or on site (depending of the pandemic situation) with short open questions and multiple choice questions.

Retake

Exam:
Written 2 hours
Documentation:
Allowed
Calculator:
Allowed
Evaluation:

Online exam or on site (depending of the pandemic situation) with short open questions and multiple choice questions.



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