IPLUSO 22414

Asset Management

• ApresentaçãoPresentation

  The Asset Management UC's program contents include the theoretical and practical foundations of evaluating real and financial assets, aiming to provide training for decision-making in the field of business management. It includes the theoretical exposition of portfolio management theories as well as theories on the functioning and behavior of economic agents in financial markets. In this circumstance, the objective is to prepare and equip future Managers with analysis and operational skills appropriate to the exercise of the profession.
• ProgramaProgramme

  Syllabus 1. Introduction - Concept in asset management: a.          Asset concepts b.          Notion of value c.           Analysis modes: Fundamental analysis and technical analysis 2. Valuation of real assets a.          Companies b.          Other real assets 3. Portfolio theories a.          Risk measures b.          Diversification c.           Case studies to illustrate the models: i.            Valuation (Modigliane and Miller) ii.           Portfolio Theory (Markowitz) iii.          CAPM (W. Sharpe et al.) iv.          Options (Black-Scholes-Merton) v.           Arbitration and multifactorial (S. Ross) 4. Valuation of financial assets a.          Bonds and b.          Stocks 5. Efficient and behavioral market theories a.          Efficient markets b.          Behavioral evidence and theories
• ObjectivosObjectives

  This UC aims to promote the assimilation of knowledge and the acquisition of the competences that are listed: 1 1. Know and distinguish the different concepts of assets. 2. Know the methodologies for analyzing and evaluating assets. 3. Know the fundamental concepts of portfolio theory and the most relevant models for evaluating risky assets and investment portfolios. 4. Know how to evaluate real and financial assets. 5. Understand the theoretical concepts about market behavior. 6. Understand realities in comparison with theories.  
• BibliografiaBibliography

  Bodie, Zvi, Alex Kane e Alan J. Marcus (2004), Investments, 6th, McGraw-Hill Elton, Edwin J., Martin J. Gruber, Brown e Goetzmann (2014), Modern Portfolio Theory and Investment Analysis, 9th ed, John Wiley & Sons, New York Ferreira, Domingos (2005), Opções financeiras ? gestão de risco, especulação e arbitragem, Edições Silabo Haugen, Robert A. (2001), Modern Investment Theory, 5th ed, Prentice Hall International. Hull, John C. (2000), Options, Futures, and Other Derivatives, 4th ed, Upper Saddle River, N.J.: Prentice-Hall, Inc.  
• MetodologiaMethodology

  This UC aims to provide the necessary skills to understand concepts and products, notions of risk and asset valuation based on financial instruments. At the same time, in TP classes, students will be asked to solve cases practical, which will allow you to exercise the theoretical knowledge acquired and present and discuss connections.
• LínguaLanguage

  Português
• TipoType

  Semestral
• ECTS

  3
• NaturezaNature

  Mandatory
• EstágioInternship

  Não