|
HU Credits:
6
Degree/Cycle:
2nd degree (Master)
Responsible Department:
Business Administration
Semester:
Yearly
Teaching Languages:
Hebrew
Campus:
Mt. Scopus
Course/Module Coordinator:
Zvi Wiener, David Shalom
Coordinator Office Hours:
by advance appointment
Teaching Staff:
Prof Zvi Wiener
Course/Module description:
We will study and practice the investment management process including, economic reviews, risk management and performance attribution. The fund is managed against a passive benchmark.
Course/Module aims:
To understand financial markets, study various financial instrument, implement different investment strategies including hedging, perform security analysis, implement performance measurement methods and basic risk management.
Learning outcomes - On successful completion of this module, students should be able to:
Understand the investment process, analyze financial markets, identify relevant and useful information, attribute performance to investment positions, measure and attribute risk. The whole framework of the course is similar to a mutual fund managed against a benchmark.
Attendance requirements(%):
100
Teaching arrangement and method of instruction:
Weekly meetings, guest lectures, investment committee meetings, and board meetings.
Course/Module Content:
Introduction to the course, main rules of fund management, analysis of a macro and security specific information, regulatory environment, ETF versus ETN, guest lectures.
Required Reading:
Will be set separately for each team.
Additional Reading Material:
market news including local and global markets, currencies, stocks, bonds, currencies and commodities.
Course/Module evaluation:
End of year written/oral examination 0 %
Presentation 0 %
Participation in Tutorials 50 %
Project work 30 %
Assignments 0 %
Reports 20 %
Research project 0 %
Quizzes 0 %
Other 0 %
see syllabus
Additional information:
This is only a basic description of the course. A full version will be presented at the beginning of the course.
Course coordinator David Shalom davids5866@gmail.com
|
