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Alternative Investments

  • Teacher(s):  
  • Course given in: English
  • ECTS Credits:
  • Schedule: Autumn Semester 2018-2019, 4.0h. course (weekly average)
      WARNING :   this is an old version of the syllabus, old versions contain   OBSOLETE   data.
  •  sessions
  • site web du cours course website
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This course is designed to introduce students to quantitative asset management. Students will learn the basics of portfolio construction and will backtest strategies. The course will cover many asset classes including equities, bonds, and currencies. We will also look at hedge funds and alternative asset classes such as art. Prior knowledge of a programming language such as Matlab, Stata, SAS, R, or Python is necessary for the successful completion of the course (I will not provide any programming introduction). Please bring your computers to every class.


  1. Introduction to WRDS
  2. EMH/Portfolio construction and evaluation
  3. Factor models
  4. Anomalies
  5. Predictability of aggregate stock returns
  6. Hedge funds
  7. Bond portfolios
  8. Currency portfolios
  9. Alternative asset classes
  10. Behavioral finance
  11. ESG/SRI investing


First attempt

Without exam (cf. terms)  
  • Final project 60%
  • Two small projects 20% each


Without exam (cf. terms)  

The retake exam will based on written assignment.

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Swiss University