Portfolio Management Strategies
 /  Portfolio Management Strategies
Portfolio Management Strategies

Objectives: The aim of the course is 1) to provide students with a general overview of asset management, major trends and the different strategies of Mutual Funds and Hedge Funds2) to present the modern portfolio theory that has allowed the development of so-called strategies « smart-beta » ; 3) to address the topical subject of investment in risk factors known as « Factor Investing ».

Outline:

I. General presentation

  • Major trends in asset management
  • Presentation of the world of UCITS
  • The main strategies of Mutual Funds and Hedge Funds.

II. From modern portfolio theory to risk-based investments

  • Modern Portfolio Theory
  • Strategies of « smart-beta » ; ;
  • Factor investing.

Grading: Individual project delivered at the end of the semester.

 

Bibliography:

  • Cazalet Z. and Roncalli T. (2014), Facts and Fantaisies About Factor Investing, Working Paper, Lyxor Asset Management.
  • Cazalet Z., Grison P. and Roncalli T. (2014), The Smart Beta Indexing Puzzle, Journal of Index Investing, 5(1).
  • Roncalli T. (2013), Introduction to Risk Parity and Budgeting, Chapman & Hall.

Speakers

General information

Address :

122, rue de Vaugirard
75006 Paris, FRANCE

L4 L6 L12 L13 Montparnasse
L10 L13 Duroc
L4 Saint-Placide
L12 Falguière

Phone :
+33 (0)1 53 63 80 76

Email :
secretairembf@u-paris2.fr

RECRUITMENT

Shortlisted results announced
15 juin 2021

Interviews
24 et 25 juin 2021

Final admission results
1er juillet 2021

Administrative registration
Du 1er au 15 juillet 2021

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