Course syllabus MISAC - Mezinárodní investiční management v AJ (FBE - SS 2018/2019)

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Course code: MISAC
Course title in language of instruction: -- item not defined --
Course title in Czech: Mezinárodní investiční management v AJ
Course title in English: -- item not defined --
Mode of completion and number of credits: Exam (5 credits)
(1 ECTS credit = 28 hours of workload)
Mode of delivery/Timetabled classes: full-time, 2/2 (hours of lectures per week / hours of seminars per week)
Language of instruction: Czech
Level of course: master continuing
Semester: SS 2018/2019
Name of lecturer: Ing. Luděk Benada, Ph.D. (instructor)
Ing. Blanka Francová (instructor)
doc. Ing. Svatopluk Kapounek, Ph.D. (examiner, lecturer, supervisor, tutor)
Ing. Jolana Stejskalová (instructor)
Prerequisites: Final Bachelor Exam
Aims of the course:
The main task of this course is to provide knowledges and skills in the field of global investment management. 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 aim of the course is to bridge the huge gap that exists between the industry and academia by bringing real world practical domain knowledge and expertise to education. The students will obtain skills to work with the basic and alternative investment tools at the international financial markets. They will receive knowledges about the basic and alternative investments strategies and portfolio optimization. Finally, they will be able to employ modern trading algorithms to buy and sell securities and alternative investments, with a special emphasize on uncertainty in big data-driven decision making processes.
Course contents:
1.Introduction to portfolio risk management (allowance 2/2)
2.Stockpicking strategies (allowance 2/4)
3.Modern portfolio theory (allowance 4/6)
4.International pricing models (allowance 2/4)
5.Value at Risk (allowance 2/4)
6.Alternative assets and strategies (allowance 6/2)
7.Portfolio performance (allowance 4/4)
8.Ethics at the financial markets (allowance 2/0)
9.Specifics of International capital markets (allowance 2/0)
Learning outcomes and competences:
-- item not defined --
Type of course unit: required
Year of study: Not applicable - the subject could be chosen at anytime during the course of the programme.
Work placement: There is no compulsory work placement in the course unit.
Recommended study modules: -
Learning activities and study load (hours of study load):
Type of teaching methodDaily attendance
Direct teaching
     lecture26 h
     seminar26 h
     consultation10 h
     preparation for exam12 h
     preparation for regular testing10 h
     preparation of presentation14 h
     elaboration and execution of projects14 h
reading of research papers and additional texts28 h
Total140 h
Assessment methods:
The student will obtain "small credit" after 40% success in seminar paper presentation. Final evaluation is given as the sum of the points from presentation, points received for activity during the seminars and oral exam: A 100 – 86, B 85 – 71, C 70 – 56, D 55 – 41, E 40 – 26 and F 25 or less points. The student of full-time study form can register during his foreign mobilty. In that case, he can pass presentation after arrival according to the individual agreement with the lecturer.
Recommended reading:
TypeAuthorTitlePublished inPublisherYearISBN
RQSOLNIK, B.Global investmentsHarlowPearson education2014978-1-292-02307-6
REFABOZZI, F J.Mortgage-backed securities: products, structuring, and analytical techniquesHoboken, NJ [u.a.Wiley978-1-118-00469-2
REFABOZZI, F J. et al.Robust portfolio optimization and managementHoboken, New JerseyJohn Wiley2007978-0-471-92122-6
REFABOZZI, F J.Structured products and related credit derivatives: a comprehensive guide for investorsHoboken, N.J.Wiley978-0-470-12985-2
REFABOZZI, F J. -- PETERSON DRAKE, P.The basics of finance: an introduction to financial markets, business finance, and portfolio managementHoboken, NJWiley2010978-0-470-60971-2
REFABOZZI, F J.The handbook of commodity investingHoboken, N.J.Wiley978-0-470-11764-4
REFABOZZI, F J.The handbook of traditional and alternative investment vehicles: investment characteristics and strategiesHoboken, N.J.Wiley978-0-470-60973-6
REFABOZZI, F J.The theory and practice of investment management: asset allocation, valuation, portfolio construction, and strategiesHoboken, N.J.Wiley978-0-470-92990-2


Last modification made by Ing. Jiří Gruber on 02/12/2019.

Type of output: