Portfolio choice and performance measures - WMMFMB12

1- Asset pricing: a reminder
2- Portfolio management modes
2-1- Financial markets efficiency
2-2- the different types of portfolio management(passive management, active management)

3- The performance measures of a portfolio
3-1- Defining the performance
3-2- The traditional performance measures
3-3- The risk adjusted measures
3-4- The Market Timing measures

Basics about portfolio theory (concepts seen in the second year of Ensimag).

The assessment will consist in a written exam.

• • MCC en présentiel **
    N1=E1
    N2=E2
    où
    E1 = examen écrit en présentiel session normale, 1h30 sans document
    E2 = examen écrit en présentiel ou oral (session de rattrapage)

• • MCC en distanciel **
    N1=E1
    N2=E2
    où
    E1 = examen écrit en distanciel session normale, 1h30
    E2 = examen écrit en distanciel ou oral à distance (session de rattrapage)

The course exists in the following branches:

• Curriculum - Financial Engineering - Semester 9

Course ID : WMMFMB12
Course language(s):

The course is attached to the following structures:

• Team Finance.

You can find this course among all other courses.

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.
Bodson, L., Grandin, P., Hübner, G., Lambert, M. "Performance de portefeuille", Pearson, 2010.