Applied Investment Strategies

Code:

2FI15

Acronym:

AIS

Keywords
Classification	Keyword
OFICIAL	Management Studies

Instance: 2016/2017 - 2S

Active?	Yes
Responsible unit:	Management
Course/CS Responsible:	Master in Finance

Cycles of Study/Courses

Acronym	No. of Students	Study Plan	Curricular Years	Credits UCN	Credits ECTS	Contact hours	Total Time
MIF	37	Bologna Official Syllabus	1	-	3,5	27	94,5

Teaching language

English

Objectives

The course aims to make the appliance of the concepts taught on the curricular units Financial Markets and Investment and Portfolio Management, by giving the student the tools and the framework for the definition, development and implementation of investment strategies in the financial markets.

Learning outcomes and competences

Given the diversity and complexity of investment strategies, it is considered to be appropriate to focus on the main strategies developed in the financial markets.

After addressing some strategies that agents can use, we address the virtues and the pitfalls of each strategy, trying to developed a critical analysis of the investment strategies and built real examples of implementation of them in the real markets.

 

Working method

Presencial

Program

1. Introduction to Investment Strategies
2. Value Investing Strategies
3. Market Timing Strategies
4. Index Investing
5. Technical Analysis Strategies

Mandatory literature

Aswath Damodaran; Investment Philosophies: Successful Investment Strategies and the gReateste Investors who made them work, John Wiley & Sons, 2003. ISBN: 0471345032
Mohamed El-Erian; When Markets Collide: Investment Strategies for the Age of Global Economic Change, Mc-Graw Hill, 2008. ISBN: 0071592814 / 9780071592819

Teaching methods and learning activities

In addition to the exposure of the theoretical foundations of the field, the classes will be conducted in order to stimulate the debate of ideas and exchange experiences. Some topics will be illustrated with real examples and industry statistics. Work will be developed for practical application of the concepts of investment strategies outside of scheduled contact hours.

Evaluation Type

Distributed evaluation with final exam

Assessment Components

Designation	Weight (%)
Teste	100,00
Total:	100,00

Amount of time allocated to each course unit

Designation	Time (hours)
Estudo autónomo	20,00
Frequência das aulas	21,00
Total:	41,00

Calculation formula of final grade

The final grade will be the grad of the exam.

 

Examinations or Special Assignments

 

 

Special assessment (TE, DA, ...)

Final Exam.

Classification improvement

Final Exam.