Investments and Portfolio Management (1 º Sem 2018/2019)

FI (Finance)

Readings Link

    REFERENCES

     Mandatory

    • JP  Joshi, M. S., and J. M. Paterson  (2013).  Introduction to mathematical portfolio theory. Cambridge University Press.
    • MTMP   Maginn, J. L., Tuttle, D. L., McLeavey, D. W., & Pinto, J. E. (Eds.). (2007). Managing investment portfolios: a dynamic process, 3rd edition, John Wiley & Sons.
    • RMG Material from Classes: slides, exercises, lecture notes.

     

    [Optional]

    • [EGBG] Elton E.J., M. J. Gruber, S. J. Brown and W. N. Goetzmann (2014), Modern Portfolio Theory and Investment Analysis, 9th Edition, Wiley
    • [CFA Readings] Levels I, II and III reference list from 2017

     

    Part I - Financial Market Structure and Instruments Link

    MTMP: Chapter 1 + Chapter 10

    RMG: Slides Part I

     

    [EGBG: Chapter 2 + Chapter 3]

    [CFA Level I: Readings 4, 45, 46, 47, 48, 51, 57]

    Part II - Theory of Portfolio Management Link

    JP: Chapter 1, Chapter 2, Chapter 3, Chapter 4, Chapter 5, Chapter 6 + including end of chapter exercises.

    RMG: Slides Part II (1+2a+2b+2c+3) + Exercise Booklet: Sections 1 and 2 

     

    [EGBG: Chapters 4, 5, 6, 7, 8, 9 and 12]

    [CFA Level 1: Readings 41, 42]

    [CFA Level 2: Reading 48, 49]

    [CFA Level 3: Reading 18]

    Part III - Selecting Optimal Portfolios Link

    JP: Chapter 7, Chapter 8, Chapter 9, Chapter 10, Chapter 11, Chapter 12 + including end of chapter exercises.

    MTMP: Chapter 1, Chapter 2, Chapter 3

    RMG: Slides Part III (1+2+3) + Exercise Booklet: Section 3 

     

    [EGBG: Chapter 1, 11]

    [CFA Level 1 Readings # 44]

    [CFA Level 3 Reading # 8, 13]

    Part IV - Models of Equilibrium in Capital Markets Link

    JP: Chapter 13, Chapter 14, Chapter 15 + including end of chapter exercises.

    RMG: Slides Part IV (1+2+3+4) + Exercise Booklet: Section 4 

     

    [EGBG: Chapter 13, 14, 15, 16, 17, 20]

    [CFA Level 1 Readings # 43, 47]

    [CFA Level 3 Reading # 5, 6, 7, 15]