| Credit: | 6 |
|---|---|
| Status: | CSF - elective EEI and EP - elective English ET - elective F,FM and B - mandatory Finanční trhy a datová analýza - mandatory Masters - all MEF - elective Semester - summer |
| Course supervisors: | PhDr. František Čech Ph.D. |
| Course homepage: | JEM092 |
| Literature: | Bodie, Z., Kane, A. and Marcus, A. J. (2017) Investments. 11th ed. McGraw-Hill Education. Bali, T. G., Engle, R. F. and Murray, S. (2016) Empirical asset pricing: The cross section of stock returns. Wiley-Blackwell. Hull, J. C. (2015) Risk Management and Financial Institutions. 4th ed. John Wiley & Sons. Reilly, F., Brown, K. and Leeds, S. J. (2018) Investment Analysis and Portfolio Management. CENGAGE. Back, K. E., (2017): Asset pricing and portfolio choice theory Cochrane, J. H. (2005): Asset Pricing Munk C. (2007): Financial asset pricing theory Sharpe, W.S. (2008): Investors and Markets Portfolio Choices, Asset Prices, and Investment Advice |
| Description: | The course provides basic foundations of modern asset pricing theory and aims at students interested in investment decisions, portfolio theory and risk management. Topics covered include portfolio and diversification theory, equilibrium capital markets and its implications, portfolio performance measures, value-at-risk, and credit risk. |
