|Study location||Netherlands, Maastricht|
|Type||Summer Course, full-time|
|Nominal duration||1 week (2 ECTS)|
|Tuition fee||€275 per programme|
The entry qualification documents are accepted in the following languages: English.
Often you can get a suitable transcript from your school. If this is not the case, you will need official translations along with verified copies of the original.
Investment Portfolio Analysis
In this course, you will learn about latest investment strategies and performance evaluation. All investors – from the largest endowment funds to the smallest retail investors – share similar issues in investing: how to meet their liabilities/goals, how to decide where to invest, and how much risk to take. In this course, you will learn how to think about, discuss, and formulate solutions to these investment issues. Furthermore, you will learn to apply theories and practical skills necessary to develop, implement, and evaluate investment proposals that meet investment objectives. The course will start with an overview of global financial markets and instruments that characterize the investment opportunities available to today’s investors. You will explore different evaluation techniques such as style analysis and attribution analysis and apply them to evaluate different investment strategies. You will learn the best practices in portfolio management and performance evaluation as well as current investment strategies. By the end of this course, you will have mastered the analytical tools, quantitative skills, and practical knowledge necessary for long-term investment management success. When applicable we will make use of open-source software packages in R.
Course Duration and Dates
This is a one week course running from the 3rd of August until the 7th of August, 2020. Due to COVID-19, we have decided to cancel all on-campus education this summer. The courses will be scheduled in Central European Time [CET] so it is possible that some time slots are not ideal for people in certain time zones. However, when scheduling the courses, we will try to take into account the different time zones as much as we can.
The number of credits earned after successfully concluding this course is the equivalent of 2 ECTS according to Maastricht University’s guidelines. For further information see the MSS terms and conditions
• What are the investment objectives and investment universe?
• How to build an investment solution?
• What are specific portfolio management techniques?
• How to select or become a fund manager?
Students should have followed at least one basic finance course in their undergraduate studies
Academic articles, textbook chapters, vodcasts
Textbooks: Getting Started in Investment Analysis, Corporate Finance
This course will apply the following teaching methods:
Assignments, PBL, Presentations, Work in subgroups
This course will apply the following assessment methods:
Assignment, Participation, Presentation