Course syllabus MIS - International Investement Management (FBE - SS 2019/2020)


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Course code:
MIS
Course title in Czech: International Investement Management
Course title in English:
International Investement 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:
optional
Type of delivery:
usual, consulting
Mode of delivery for our mobility students abroad:
-- item not defined --
Language of instruction:
Czech
Course supervisor:
Course supervising department:
Faculty:
Faculty of Business and Economics
Teachers:
Prerequisites:
 
Timetable in this semester:
-- item not defined --
 
Aim of the course and learning outcomes:
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)
Learning activities and teaching methods:
Type of teaching method
Daily attendance
lecture
28 h
seminar
14 h
preparation for exam
40 h
preparation for regular assessment18 h
preparation for regular testing40 h
Total140 h
 
Assessment methods:
The students have to pass the oral exam. The condition to pass the credit is to take two written tests.
 
Assessment criteria ratio:
Requirement type
Daily attendance
Total
0 %
 
Recomended reading and other learning resources:
Basic:
JONES, C. Investments: Analysis and Management, 12th Edition. USA: Wiley, 2012. 656 p.
SOLNIK, B. Global investments. 6th ed. 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. 2nd ed. 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.
WITZANY, J. International financial markets. 1st ed. Praha: Oeconomica, 2007. 179 p. ISBN 978-80-245-1274-7.

Course listed in study plans for this semester:
-- item not defined --
 
Course listed in previous semesters: SS 2017/2018, SS 2016/2017, SS 2015/2016, SS 2014/2015, SS 2013/2014, WS 2013/2014 (and older)
Teaching place:
Brno


Last modification made by Ing. Jiří Gruber on 02/06/2020.

Type of output: