PORTFOLIO MANAGEMENT
MIAF-09
PROFESSOR: JOSE M. MARIN
Contact Information................................................................................................. 1
Course Dynamics........................................................................................................ 1
Course Schedule........................................................................................................ 2
Time Schedule.............................................................................................................. 2
Data and Software.................................................................................................... 2
Problem Sets............................................................................................................... 2
Cases.............................................................................................................................. 3
Complementary Readings........................................................................................ 4
Contact Information
- Instructor: José Marín (3rd Floor, CP Bldg)
E-mail: jose.marin@ie.edu
Web Page: www.josemarin.com
Office Hours: TBA
- TA: Sevinc Cukurova (TBA)
E-mail: scukurova.phd2012@alumno.ie.edu
Office Hours: TBA
- Course Webpage: http://www.josemarin.com/teaching
Course Dynamics
- You must “go ahead of me”. This means that before each session you should read the session notes (available in “course schedule” below) and the complementary readings for each session (available in “complementary readings” below).
- The course web page will be updated every Friday. You should
check it every week. New items will be highlighted with the sign.
- Each new problem set or case study will explicitly specify the date in which it must be handled. You should send your answers to scukurova.phd2012@alumno.ie.edu before 12:00 pm of the due date.
Course Schedule
|
Chapter |
Topic |
|
|
Part I: Portfolio Analysis |
|
1 |
|
|
2 |
|
|
3 |
|
|
4 |
Portfolio Opportunities and Choices; Modern Portfolio Theory |
|
5-6 |
|
|
|
Part II: Pricing and Performance Evaluation |
|
7 |
|
|
8 |
Time Schedule
- Course calendar (updated on 02-06-09)
Data and Software
- Notes on the use of excel (link)
- Notes on Statistics
- Notes on Statistics II
- Notes on DataStream
- Old US data
- New US data
- Fund Data
- Some of you have problems retrieving data from DataStream. You can get the Eurostoxx data here.
- Control Sample Data here (Case 03)
Problem Sets
- Handout 01
- Solution to Handout 01
- Problem Set 01 (due on February, 9th)
- Solution to Problem Set 01
- Problem Set 02 (due on February, 16th)
- Solution to Problem Set 02
- Problem Set 03 (due on Sunday, March 8th)
- Solution to
Problem Set 03
Cases
- Case 01 (due on February, 16th)
- Solution to Case 01
- Case 02 (due on February, 23rd)
- Solution to Case 02
- Case 03 (due on Sunday, March 8th)
- Solution to Case 03