【20级社科院与美国杜兰大学金融管理硕士MFIN】Helmuth Chavez：投资组合管理
Helmuth Chavez：【20级社科院与美国杜兰大学金融管理硕士MFIN】投资组合管理
时间:2022.01.14
地点:网络授课
Helmuth Chavez
美国杜兰大学弗里曼商学院教授
【20级社科院杜兰金融管理硕士MFIN】投资组合管理
内容简介:
This course covers the theoretical and practical frameworks to understand Portfolio Management. The goals of the course are as follows: 1) Understand the importance of Asset Allocation 2) learn the differences between Active Portfolio Management, Passive Management, Hedge and Arbitrage; (3) understand the differences in terms of risk-return profile for different asset classes; (4) understand the components of the dynamic process of managing investment portfolios (5) apply different techniques to measure portfolio performance. The course will present portfolio management as a dynamic process involving several non-linear stages: development of the investment policy statement –general framework with explicit objectives and constraints-; formulation of expectations about capital markets returns; define the strategic and the tactical asset allocation; execution of portfolio decisions; monitoring and portfolio rebalancing; measurement –performance, attribution and appraisal-. One of the key objectives is to understand which macroeconomic conditions favors each asset class (i.e. equities, fixed income, commodities, currencies, etc.), this topic will be analyzed under several theoretical frameworks, but specially by implementing investment strategies through several investment simulators.
注：经教育部批准（中外合作办学项目批准书编号MOE11US1A20121203N教育部中外合作办学监管工作信息网项目信息http://www.crs.jsj.edu.cn/index.php/default/approval/detail/693），2012年起中国社会科学院研究生院与美国杜兰大学（Tulane University）合作举办“金融管理硕士”（Tulane-GSCASS Master of Finance，简称MFIN）项目，每期招生60人，学员在职学习，学制为18个月。
