Advanced Topics in Finance: Asset Management and Hedge Funds

This is an advanced level course in a Master's degree programme, and requires knowledge from the following courses: Corporate Finance, Investments and Financial Derivatives and Risk Management.

By the end of the course students will achieve the following intended learning outcomes:

• Students will demonstrate solid knowledge of different topics in the area of asset management and hedge funds taking into consideration various aspects of global economic environment
• Students will demonstrate solid knowledge of different strategies used by mutual/hedge funds and methodology to analyze them.
• Students will solve comprehensive problems related to asset management and portfolio formation.
• Students will apply analytical methods to analyze active investment strategies, using tools of performance measurement, backtesting and regression analysis, managing transaction costs, funding a strategy, margin requirements, risk management, drawdown control, and portfolio construction.

According to the teacher's instructions. Very useful text book is "Efficiently Inefficient: How Smart Money Invests and Market Prices Are Determined, Lasse H. Pedersen"

Right to participate:
Master’s Degree students in Finance and Economics. Depending on the visiting professor, course size may be limited. Priority will be given to Master’s Degree students in Finance. Master’s level exchange students in Finance.

The timing and topic of the course/s will be announced later. Typically this course has been held in January.