GESTIONE DEL PORTAFOGLIO FINANZIARIO
SECS-P/11 - 9 CFU - 2° Semester
Teaching Staff
SIMONA GALLETTA
Learning Objectives
The objective is to present an organic framework of specialist knowledge in the field of financial portfolio, with particular regard to risk assessment, performance evaluation and asset allocation.
Course Structure
Detailed Course Content
The corporate and investment banking; the tools offered by banks and financial intermediaries; financing through the debt capital and risk; structured finance; the corporate finance; the risk mangement and derivatives.
- Securities Market
- Relations between markets and institutions
- Price formation in securities markets
- Assesment criteria and performance indicators of bonds
- Assesment criteria and liquidity indicators of bonds
- Assesment criteria and risk indicators of bonds
- Assesment criteria and performance and risk indicators of shares
- Markowitz portfolio theory
- Capital Asset Pricing Model (CAPM)
- Portfolio management of shares and bonds
- Market efficiency
- Behavioral Finance
Textbook Information
Pier Luigi Fabrizi (a cura di) - L'economia del mercato mobiliare - Egea, Milano, gennaio 2021.
Open in PDF format Versione in italiano