Institute of Information Theory and Automation

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Portfolio Analysis and Risk Management

Faculty: 
Fakulta sociálních věd UK
Semester: 
letní
Course type: 
magisterský
Current: 
Ne

The course aims at students interested in investment decisions, portfolio theory and risk management while delving into both theoretical and empirical aspects of the topics. Topics covered include: portfolio and diversification theory, equilibrium capital markets and its implications, portfolio performance measures, fixed income instruments, value-at-risk, and credit risk.

2021-12-16 14:26