Programme

Performance metrics
Evaluation of Stock Picking Ability
Assessment of Market Timing Ability
Performance Persistence
Active Management
Multifactor Model
Climate Finance
In the Mind of an Asset Manager

Core Documentation

Lecture materials provided by the teacher

Galloppo, G. (2021). Asset Allocation Strategies for Mutual Funds. Springer International Publishing.

Reference Bibliography

Basile, I., & Ferrari, P. (Eds.). (2024). Asset Management and Institutional Investors: Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation. Springer Nature. Van der Lei, T., Herder, P., & Wijnia, Y. (2012). Asset management. New York, US: Springer.

Attendance

Attendance is not mandatory, although it is strongly recommended.

Type of evaluation

Students will be required to submit a written assignment in response to questions provided in written form by the teacher.

Programme

Performance metrics
Evaluation of Stock Picking Ability
Assessment of Market Timing Ability
Performance Persistence
Active Management
Multifactor Model
Climate Finance
In the Mind of an Asset Manager

Core Documentation

Lecture materials provided by the teacher

Galloppo, G. (2021). Asset Allocation Strategies for Mutual Funds. Springer International Publishing.

Reference Bibliography

Basile, I., & Ferrari, P. (Eds.). (2024). Asset Management and Institutional Investors: Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation. Springer Nature. Van der Lei, T., Herder, P., & Wijnia, Y. (2012). Asset management. New York, US: Springer.

Attendance

Attendance is not mandatory, although it is strongly recommended.

Type of evaluation

Students will be required to submit a written assignment in response to questions provided in written form by the teacher.

Programme

Performance metrics
Evaluation of Stock Picking Ability
Assessment of Market Timing Ability
Performance Persistence
Active Management
Multifactor Model
Climate Finance
In the Mind of an Asset Manager

Core Documentation

Lecture materials provided by the teacher

Galloppo, G. (2021). Asset Allocation Strategies for Mutual Funds. Springer International Publishing.

Reference Bibliography

Basile, I., & Ferrari, P. (Eds.). (2024). Asset Management and Institutional Investors: Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation. Springer Nature. Van der Lei, T., Herder, P., & Wijnia, Y. (2012). Asset management. New York, US: Springer.

Attendance

Attendance is not mandatory, although it is strongly recommended.

Type of evaluation

Students will be required to submit a written assignment in response to questions provided in written form by the teacher.

Programme

Performance metrics
Evaluation of Stock Picking Ability
Assessment of Market Timing Ability
Performance Persistence
Active Management
Multifactor Model
Climate Finance
In the Mind of an Asset Manager

Core Documentation

Lecture materials provided by the teacher

Galloppo, G. (2021). Asset Allocation Strategies for Mutual Funds. Springer International Publishing.

Reference Bibliography

Basile, I., & Ferrari, P. (Eds.). (2024). Asset Management and Institutional Investors: Methods and Tools for Asset Allocation, Portfolio Management and Performance Evaluation. Springer Nature. Van der Lei, T., Herder, P., & Wijnia, Y. (2012). Asset management. New York, US: Springer.

Attendance

Attendance is not mandatory, although it is strongly recommended.

Type of evaluation

Students will be required to submit a written assignment in response to questions provided in written form by the teacher.