Course syllabus MISAC - Portfolio management (FBE - SS 2019/2020)

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Course code:
Course title in Czech:
Portfolio management
Course title in English: Portfolio management
Semester: SS 2019/2020
Mode of completion and number of credits:
Exam (5 credits)
Mode of delivery and timetabled classes:
full-time, 2/2 (hours of lectures per week / hours of seminars per week)
Level of course:
master continuing
Course type:
Type of delivery:
usual, consulting
Mode of delivery for our mobility students abroad:
-- item not defined --
Language of instruction:
Course supervisor:
Course supervising department:
Department of Finance (FBE)
Faculty: Faculty of Business and Economics
Ing. Luděk Benada, Ph.D. (instructor, lecturer)
Ing. Michal Dufek (instructor, lecturer)
doc. Ing. Svatopluk Kapounek, Ph.D. (examiner, lecturer, supervisor, tutor)
Ing. Blanka Kedroňová (instructor)
Ing. Jolana Stejskalová (instructor)
Timetable in this semester:
Every week
Thursday13.00-14.50Q24J. Stejskalová, L. Benada, M. Dufek, B. KedroňováSeminar
Every week
Aim of the course and learning outcomes:
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 content:
1.Introduction to portfolio risk management (allowance 2/2)
Stockpicking strategies (allowance 2/4)
Modern portfolio theory (allowance 4/6)
4.International pricing models (allowance 2/4)
Value at Risk (allowance 2/4)
6.Alternative assets and strategies (allowance 6/2)
Portfolio performance (allowance 4/4)
8.Ethics at the financial markets (allowance 2/0)
Specifics of International capital markets (allowance 2/0)
Learning activities and teaching methods:
Type of teaching method
Daily attendance
26 h
26 h
consultation10 h
preparation for exam12 h
preparation for regular testing
10 h
preparation of presentation
14 h
elaboration and execution of projects
14 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.
Assessment criteria ratio:
Requirement type
Daily attendance
Total0 %
Recomended reading and other learning resources:
SOLNIK, B. Global investments. 6th ed. Harlow: Pearson education, 2014. 586 p. ISBN 978-1-292-02307-6.

FABOZZI, F J. Mortgage-backed securities: products, structuring, and analytical techniques. 2nd ed. Hoboken, NJ [u.a.: Wiley, 336 p. The Frank J. Fabozzi series. ISBN 978-1-118-00469-2.
FABOZZI, F J. et al. Robust portfolio optimization and management. Hoboken, New Jersey: John Wiley, 2007. 495 p. ISBN 978-0-471-92122-6.
FABOZZI, F J. Structured products and related credit derivatives: a comprehensive guide for investors. Hoboken, N.J.: Wiley, 523 p. Frank J. Fabozzi series. ISBN 978-0-470-12985-2.
FABOZZI, F J. -- PETERSON DRAKE, P. The basics of finance: an introduction to financial markets, business finance, and portfolio management. Hoboken, NJ: Wiley, 2010. 604 p. Frank J. Fabozzi series ;. ISBN 978-0-470-60971-2.
FABOZZI, F J. The handbook of commodity investing. Hoboken, N.J.: Wiley, 986 p. ISBN 978-0-470-11764-4.
FABOZZI, F J. The handbook of traditional and alternative investment vehicles: investment characteristics and strategies. Hoboken, N.J.: Wiley, 512 p. The Frank J. Fabozzi series. ISBN 978-0-470-60973-6.
FABOZZI, F J. The theory and practice of investment management: asset allocation, valuation, portfolio construction, and strategies. 2nd ed. Hoboken, N.J.: Wiley, 682 p. Frank J. Fabozzi series. ISBN 978-0-470-92990-2.

Course listed in study plans for this semester:
Field of study C-EPA-FIM Finance and Investment Management, full-time form, initial period WS 2018/2019
Field of study C-EPA-FIM Finance and Investment Management, full-time form, initial period SS 2018/2019
Course listed in previous semesters:
SS 2018/2019, WS 2018/2019, SS 2017/2018 (and older)
Teaching place: Brno

Last modification made by Ing. Jiří Gruber on 02/19/2020.

Type of output: