|Status:||CSF - elective
EEI and EP - elective
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.
|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.|