Course syllabus MIS - International Investement Management (FBE - SS 2014/2015)


     ECTS syllabus          Syllabus          Timetable          


     Czech          English          


Course title: International Investement Management
Semester: SS 2014/2015
Course supervisor: doc. Ing. Svatopluk Kapounek, Ph.D.
Supervising department: Department of Finance (FBE)
Time allowance: full-time, 2/2 (hours of lectures per week / hours of seminars per week)
Prerequisites for registration: Capital Markets
Type of study: usual, consulting
Form of teaching: lecture, seminar
Mode of completion and credits: Exam (5 credits)
 
Course objective:
The main task of this course is to provide knowledges and skills in the field of financial management in the open economies, which are characteristic by large share of international trade and capital mobility. The course will focus on the complicated decision making process in the field of international investment management, creation of the investment and hedging strategies at the international financial markets. The students will obtain skills to work with basic investment tools at the international financial markets, the will receive knowledges about the important institutions and segments of the international financial markets, they will be able to analyze risks and expected returns of the portfolios. Finally, the will be able to establish investment policy and strategy.
 
Course content:
1.International financial markets and its instruments (allowance 2/1)
2.International asset pricing, model CAPM, methodology Value at Risk (allowance 4/2)
3.Selected risks at the international capital markets (allowance 4/2)
4.Bond investments and bond markets: international bond markets, risks on international bond markets (allowance 4/2)
5.Diversification at the international markets (allowance 4/2)
6.Venture capital, selected derivatives in the context of the international investment strategies (allowance 4/2)
7.Evaluation of the portfolio performance, international investment process (allowance 4/2)
8.Real estate and commodities at the international market (allowance 2/1)
 
Teaching methods and workload (hours of workload):
Type of teaching methodDaily attendance
Direct teaching
     lecture28 h
     seminar14 h
Self-study
     preparation for exam40 h
     preparation for regular assessment18 h
     preparation for regular testing40 h
Total140 h
 
Key words:
none
 
Course completion:
The students have to pass the oral exam. The condition to pass the credit is to take two written tests.
 
Course methods: Lectures (28 hours) and seminars (14 hours) will be focused on discussion of the specific issues of investment management in global (internetional) environment, the students will also employ econometric software to finish specific analysis and interpret the results.
 
Reading list:
Basic:
SOLNIK, B. Global investments. 6. vyd. Boston [u.a.: Pearson [u.a., 664 p. The Prentice Hall series in finance. ISBN 0-321-55212-1.

Recommended:
FABOZZI, F J. The theory and practice of investment management: asset allocation, valuation, portfolio construction, and strategies. 2. vyd. Hoboken, N.J.: Wiley, 682 p. Frank J. Fabozzi series. ISBN 978-0-470-92990-2.
Modern investment management: an equilibrium approach. Hoboken, N.J.: John Wiley, 626 p. Wiley finance series. ISBN 978-0-471-12410-8.
DURČÁKOVÁ, J. -- MANDEL, M. Mezinárodní finance. 4. vyd. Praha: Management Press, 2010. 494 p. ISBN 978-80-7261-221-5.
WITZANY, J. International financial markets. 1. vyd. Praha: Oeconomica, 2007. 179 p. ISBN 978-80-245-1274-7.
MUSÍLEK, P. Trhy cenných papírů. 2. vyd. Praha: Ekopress, 2011. 520 p. ISBN 978-80-86929-70-5.

Study plans:
C-EPA-FIM Finance and Investment Management, full-time form, initial academic year WS 2013/2014
C-EPA-FIM Finance and Investment Management, full-time form, initial academic year SS 2013/2014
 
Run in the period of: SS 2017/2018, SS 2016/2017, SS 2015/2016, SS 2013/2014, WS 2013/2014, SS 2012/2013   (and older)
Course tutor: Ing. Jaroslav Bukovina, Ph.D. (examiner, instructor, lecturer)
Ing. Michal Dufek (examiner, instructor, lecturer)
doc. Ing. Svatopluk Kapounek, Ph.D. (examiner, instructor, lecturer, supervisor, tutor)
Teaching language: Czech
Town: Brno


Last modification made by Ing. Jiří Gruber on 11/27/2014.

Type of output: