Ensimag Rubrique Formation 2022

Investment Strategies - WMMFMB21

  • Number of hours

    • Lectures 12.0
    • Projects -
    • Tutorials -
    • Internship -
    • Laboratory works 12.0
    • Written tests -

    ECTS

    ECTS 2.0

Goal(s)

The objective of this course is to expose the theories, principles and practical applications of altenative portfolio management.
It also aims at allowing students to put into practice the knowledge aquired during the "Portfolio choice and performance measures" course. Indeed, the students carry out, in this course, an active strategy of portfolio management and assess the performance of this strategy.

Responsible(s)

Sonia JIMENEZ GARCES, Mnacho ECHENIM

Content(s)

The objective of this course is to expose the theories, principles and practical applications of altenative portfolio management. It also aims at allowing students to put into practice the knowledge aquired during the "Portfolio choice and performance measures" course.
Outline of this course:
1- An overview of alternative management
2- Technical analysis and tactical portfolio management
3- Socially reponsible investment and portfolio management
4- An active portfolio management and its performance analysis: a practical application.

Prerequisites

Finance courses in 2A.
"Portfolio course and performance measures" course.

Test

100% project

N1=CC
N2=E2


CC = note de contrôle continu (projet à rendre)
E2 = examen écrit ou oral (session de rattrapage)

Calendar

The course exists in the following branches:

  • Curriculum - Financial Engineering - Semester 9
see the course schedule for 2020-2021

Additional Information

Course ID : WMMFMB21
Course language(s): FR

You can find this course among all other courses.

Bibliography

Alphonse, P., Desmuliers, G., Grandin, P., Levasseur, M. "Gestion de portefeuille et marchés financiers", Pearson, 2010.
Bellalah, M. "Gestion de portefeuille analyse quantitative de la rentabilité et des risques", Perason, 2004.