International Portfolio Management and Investment Analysis 7.5 credits

The course has the objective of providing tools and techniques of portfolio management and investment analysis. The course covers (but is not restricted to) the following topics: - Asset classes - The macroeconomic environment and financial markets - Risk, returns and diversification - Optimal asset allocation and portfolio choice - Asset pricing models - Introduction to asset valuation - Applied portfolio management - Evaluation of portfolio performance using suitable measures Connection to research and practice Theories of portfolio management and investment analysis are presented in connection with applied portfolio management and real-world investment problems. The course is also related to research and practice as students write an assignment where questions related to the course content shall be analyzed by identifying relevant theoretical and empirical frameworks of analyses, by applying these frameworks using financial data retrieved from databases, and by identifying avenues for improving the performed analyses.