|
Docente
|
POMANTE UGO
(programma)
The focus of this course is to give the students a practical knowledge of Portfolio Management.
The course aims to provide students with an understanding of: asset allocation strategy; market
timing strategy; performance valuation of mutual funds; risk management and reporting
techniques in asset management.
 Scherer, B., “Portfolio Construction and Risk Budgeting”, Risk Books.
Sharpe, The Sharpe Ratio, www.wsharpe.com
Lucas-Riepe,The Role of Returns-Based Style Analysis: Understanding, Implementing, and Interpreting the Technique, www.ibbotson.com Sharpe, Asset Allocation: Management Style and Performance Measurement, www.wsharpe.com
Altre Letture
Michaud, R.O., “Efficient Asset Management: A Practical Guide to Stock Portfolio Optimization and Asset Allocation”, Harvard Business School Press, Cambridge. MA.
|
