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| code: | A7356 | studiebelasting: | 3 sp | periode: | sem. 1 | ||
|---|---|---|---|---|---|---|---|
| naam: | Financiële modellen 2 | ||||||
| internet: | homepage, rooster | ||||||
| opleiding/fase: | ectrie/d23/major, ectrie/duaal/major | ||||||
| voertaal: | English | ||||||
| docent(en): | prof.dr. A.C.F. Vorst, e.a. | ||||||
| contactpersoon: | prof.dr. A.C.F. Vorst | ||||||
| secretariaat: | E&B | ||||||
| aanmelding: | - | ||||||
| toelatingseisen: | - | ||||||
| aanbevolen: | - | ||||||
| onderwijsvorm: | fifteen weeks; 2 lectures-hours per week | ||||||
| tentamenvorm: | written exam and homework exercises | ||||||
| tentamenperiode: | december/januari, augustus (herkansing) | ||||||
| tentameneisen: | - | ||||||
| tentamenstof: | book | ||||||
During this course we will pay attention to portfolio management and
asset-liability management.
Studying portfolio management we will focus on the optimal investment portfolio
given the risk characteristics of an investor. After that we will look at the
effects these optimal strategies have on the pricing of different shares. We
also discuss the capital asset pricing model and the arbitrage pricing theory.
Furthermore we will study performance measurement and alternative theories, like
behavioral finance.
Asset liability management is about finding the optimal mix of investments for
parties that have certain future liabilities. Think about pension funds and
insurance companies. But we will also discuss banks and other financial
institutions.
While writing this it is not sure yet who will be teaching this course and that's why we cannot mention which literature we will use. As soon as there is more information, it will be published on the web.
To be announced.
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