Investment Strategies - WMMFMB22
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Goals
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.
Content 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.
PrerequisitesFinance courses in 2A.
"Portfolio course and performance measures" course.
Tests 100% project
- MCC en présentiel **
N1=CC
N2=E2
où
CC = note de contrôle continu (projet à rendre)
E2 = examen écrit ou oral (session de rattrapage)
- MCC en distanciel **
N1=CC
N2=E2
où
CC = note de contrôle continu (projet à rendre)
E2 = examen écrit en distanciel ou oral à distance (session de rattrapage)
Bibliography Bibliographie :
"Returns to Bying Winners and Selling Losers : Implications for Stock Market Efficiency", N. Jedadeesh and S. Titman, The Journal of Finance, 48, 1, 1993
"Cryptocurrencies and momentum", K. Grobys and N. Sapkota, Economic Letters, 180, 2019.
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Date of update September 21, 2022