TrainingsLicence généraleÉconomie et gestionCoursesMarket finance

Bachelor's degree Économie et gestionUE Market finance

Content

Goals :

  • Learn the fundamentals in finance theory.
  • Understand portfolio choice theory and main financial market equilibrium models
  • Become familiar with the logic of portfolio management
  • Understand the current academic and practitioner literature

Course outline :

  • Part 1 provides background material on securities and financial markets
  • Part 2 deals with the mean variance portfolio theory
  • Part 3 addresses the correlation structure in the portfolio selection process
  • Part 4 deals with the selection of the optimum portfolio
  • Part 5 deals with models of equilibrium prices and returns in the capital markets
  • Part 6 deals with the efficient market hypothesis

Professional skills

  • Building and managing portfolios
  • Assessing financial risks

Language used

Main language used by this course: Anglais.

Bibliography

  • Modern Portfolio Theory and Investment Analysis, 9thEdition, Elton, Gruber, Brown, & Goetzmann, Wiley, 2014
  • (Fr alternative) Marchés financiers : Gestion de portefeuille et des risques, 6ème edition, Jacquillat, Solniket Pérignon, Dunod, 2014
  • (Fr alternative) Gestion de portefeuille : analyse quantitative et gestion structurée, 2ème edition, Bertrand et Prigent, Economica, 2012

Fundamental prerequisites

Statistics

Recommended prerequisites

Introduction to finance

Structure and organisation

24h CM about theory/concepts

12h TD for implementation

Volume of teachings

  • Lectures: 24 hours
  • Tutorials: 12 hours

The trainings which use this course