Portfolio Management Simulation

M.Sc. Financial Markets & Investments.

Christophe Dispas https://www.linkedin.com/in/christophe-dispas-phd-a911a31/ (SKEMA Business School)https://www.skema.edu/

Course objectives

Course plan

Chapter 1. Macroeconomic and Market Analysis

Practical examples of the link between macroeconomic context and financial markets evolution

Keys to read and understand financial newspaper

Chapter 2. Asset Pricing Models

Multifactor Models: APT, Fama & French, …

Portfolio performance analysis: introduction

Understand widely used performance ratios (Sharpe ratio, …)

Excel examples

Project resolution

Chapter 3. Portfolio Management Strategies

Asset allocation : how to use portfolio management theoretical concepts.

Understand the basic concepts of active & passive portfolio management.

Equity Portfolio Management Strategies.

Portfolio management evolution : Practical example to illustrate how papers influence academic and private sector.

Chapter 4. Asset Allocation: Case Study



For attribution, please cite this work as

Dispas (2020, March 20). Virtual Campus: Portfolio Management Simulation. Retrieved from https://virtualcampus.skemagloballab.io/posts/portfolio-management-simulation/

BibTeX citation

  author = {Dispas, Christophe},
  title = {Virtual Campus: Portfolio Management Simulation},
  url = {https://virtualcampus.skemagloballab.io/posts/portfolio-management-simulation/},
  year = {2020}