Number of hours
- Lectures 12.0
- Projects -
- Tutorials -
- Internship -
- Laboratory works 18.0
- Written tests -
ECTS
ECTS 4.0
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)
Mnacho ECHENIM, Sonia JIMENEZ GARCES
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.
Finance courses in 2A.
"Portfolio course and performance measures" course.
Test
100% project
- MCC en présentiel **
N1=CC
N2=E2
où
CC = note de contrôle continu (projet à rendre)
E2 = examen écrit (session de rattrapage)
- MCC en présentiel **
- MCC en distanciel **
N1=CC
N2=E2
où
CC = note de contrôle continu (projet à rendre)
E2 = examen écrit en distanciel (session de rattrapage)
- MCC en distanciel **
Calendar
The course exists in the following branches:
- Curriculum - Financial Engineering - Semester 9
Additional Information
Course ID : WMMFMB22
Course language(s): 
You can find this course among all other courses.
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.