Duration: 3 hours per week - 13 weeks [ECTS: 6]

Course outline

Click here to see the full course outline

The portfolio theory developed by H. Markowitz is presented. Additionally issues concerning market efficiency and asset pricing valuation are discussed. More specifically the following subjects are presented:

1. Investment Risk and Return
2. Risk averse behavior
3. Modern Portfolio Theory
4. Capital Asset Pricing Model - CAPM.
5. Arbitrage Price Theory - APT
6. Technical and Fundamental Analysis
7. Market Efficiency
8. Greek Stock Market
9. Active or Passive Management - Style Analysis
10. Mutual Funds and Performance Evaluation