JEM092 - Portfolio Analysis and Risk Management

Credit: 6
Status: CFS - elective
EEI and EP - elective
ET - elective
F,FM and B - elective
Masters - all
MEF - elective
Semester - summer
Course supervisors: doc. PhDr. Ladislav Krištoufek Ph.D.
Course homepage: JEM092
Literature: UČEBNICE (Textbooks):
Blake D.: Financial Market Analysis (existuje český překlad)
Butler C.: Mastering Value at Risk
Copeland T. E., Weston J. F.: Financial Theory and Corporate Policy (third edition)
Elton E. J., Grubner M. J.: Modern Portfolio Theory and Investment Analysis (fourth edition)

Set of lecturer's handouts
Prof. Dedek's teaching materials can be also found on his personal website
Description: The course is intended for students interested in the portfolio theory and portfolio management. Attention is also paid to the applications in the area of measuring market and credit risks through the concept of value at risk.


McKinsey & Company
Moneta Money Bank