Number of hours
- Lectures 18.0
- Projects -
- Tutorials -
- Internship -
- Laboratory works -
- Written tests -
ECTS
ECTS 2.0
Goal(s)
The objective of this course is to transmit essential notions about portfolio choice and performance measurement. In particular, the course addresses the subjects linked to the portfolio’s return and risks (together with the risk premia estimation), the mutual funds, the active vs passive management, and the portfolio performance measures.
Responsible(s)
Sonia JIMENEZ GARCES
Content(s)
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).
Test
The assessment will consist in a written exam.
- MCC en présentiel **
N1=E1
N2=E2
où
E1 = examen écrit en présentiel session normale, 1h30
E2 = examen écrit en présentiel 1h (session de rattrapage)
- MCC en présentiel **
- MCC en distanciel **
N1=E1
N2=E2
où
E1 = examen écrit en distanciel session normale, 1h30
E2 = examen écrit en distanciel 1h (session de rattrapage)
- MCC en distanciel **
Calendar
The course exists in the following branches:
- Curriculum - Financial Engineering - Semester 9
Additional Information
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.
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.
Bodson, L., Grandin, P., Hübner, G., Lambert, M. "Performance de portefeuille", Pearson, 2010.