Marco Maria SORGE | ECONOMIC AND FINANCIAL INVESTMENT ANALYSIS
Marco Maria SORGE ECONOMIC AND FINANCIAL INVESTMENT ANALYSIS
cod. 0222210024
ECONOMIC AND FINANCIAL INVESTMENT ANALYSIS
| 0222210024 | |
| DEPARTMENT OF ECONOMICS AND STATISTICS | |
| EQF7 | |
| ECONOMICS | |
| 2024/2025 |
| OBBLIGATORIO | |
| YEAR OF COURSE 2 | |
| YEAR OF DIDACTIC SYSTEM 2018 | |
| AUTUMN SEMESTER |
| SSD | CFU | HOURS | ACTIVITY | ||
|---|---|---|---|---|---|
| VALUTAZIONE ECONOMICA E FINANZIARIA DEGLI INVESTIMENTI | |||||
| SECS-P/02 | 5 | 30 | LESSONS | ||
| VALUTAZIONE ECONOMICA E FINANZIARIA DEGLI INVESTIMENTI | |||||
| SECS-P/11 | 5 | 30 | LESSONS | ||
| Exam | Date | Session | |
|---|---|---|---|
| SORGE | 17/12/2024 - 09:30 | SESSIONE ORDINARIA | |
| SORGE | 17/12/2024 - 09:30 | SESSIONE DI RECUPERO |
| Objectives | |
|---|---|
| KNOWLEDGE AND UNDERSTANDING THE COURSE DISCUSSES MODELS OF BENAVIOR OF AGENTS ACTING IN FINANCIAL MARKETS AND FOCUSES ON ASSET PRICING, PORTFOLIO SELECTION AND MARKET FUNCTIONING. APPLYING KNOWLEDGE AND UNDERSTANDING STUDENTS WILL BE ENDOWED WITH CONCEPTUAL AND ANALYTICAL TOOLS TO INTERPRET THE MAIN FINANCIAL PHENOMENONS, TO UNDERSTEND THE ASSET PRICES DETERMINANTS, TO EVALUATE ALTERNATIVE PORTFOLIO STRATEGIES. MAKING JUDGEMENTS STUDENTS WILL ACQUIRE THE ABILITY TO CONSTRUCT A CRITICAL EVALUATION OF THE FINANCIAL SYSTEM. COMMUNICATION SKILLS STUDENTS WILL BE ABLE TO EXPLAIN THE BEHAVIOUR OF FINANCIAL ACTORS AND ASSET PRICES. LEARNING SKILLS STUDENTS WILL BE ABLE TO ANALYZE AND REPRESENT IN A CLEAR WAY NEW FINANCIAL PROBLEMS. THEY WILL BE ALSO ABLE TO DEEPEN THEIR COMPETENCES BY CONSULTING BOOKS AND OTHER FINANCIAL PUBLICATIONS. |
| Prerequisites | |
|---|---|
| USEFUL: KNOWLEDGE OF ELEMENTS OF MATHEMATICAL ANALYSIS (E.G. DIFFERENTIAL CALCULUS), MICROECONOMICS (E.G. ANALYSIS OF PREFERENCES, MARKET STRUCTURES). |
| Contents | |
|---|---|
| 1) INTERTEMPORAL CHOICE AND SAVING 2) CERTAINTY, UNCERTAINTY AND SAVING MOTIVES 3) RISK AVERSION AND BACKGROUND RISK (PROPERNESS, STANDARDNESS, RISK VULNERABILITY) 4) PORTFOLIO CHOICE UNDER AMBIGUITY 5) INVESTING IN BONDS: RETURN-RISK STRUCTURE AND HEDGING STRATEGIES 6) ECONOMETRIC AND EXPERIMENTAL EVIDENCE |
| Teaching Methods | |
|---|---|
| LECTURES, SEMINARS, EXERCISE SESSIONS INVOLVING SIMULATIONS OF THE MAIN MODELS UNDER SCRUTINY. OVERALL TEACHING TIME CONSISTS OF 60 HOURS (10 CFUS). IN PARTICULAR, 50 HOURS ARE DEVOTED TO CLASSROOM LECTURES ON ALL THE TOPICS DEALT WITH IN THE COURSE, WHILE 10 HOURS ARE DEVOTED TO SEMINARS AND IN-DEPTH TUTORIALS ON SPECIFIC TOPICS. |
| Verification of learning | |
|---|---|
| THE EXAMINATION INVOLVES A WRITTEN TEST, CONDITIONAL ON WHICH THE STUDENT MIGHT BE ALLOWED TO UNDERTAKE THE ORAL TEST. THE 60-MINUTE WRITTEN TEST CONSISTS OF THREE (3) EXERCISES ABOUT THE COURSE'S TOPICS. THE PURPOSE OF THE TEST IS TO VERIFY: THE ABILITY TO UNDERSTAND THE ISSUES EXPLORED IN THE COURSE, THE ABILITY TO PROPERLY APPLY THEORETICAL NOTIONS, THE ABILITY TO FORMULATE THE APPROPRIATE APPROACH TO PROBLEM SOLVING, THE ABILITY TO PROPERLY COMMUNICATE IN WRITING. DURING THE TEST, IT IS STRICTLY FORBIDDEN TO CONSULT TEXTS OR USE PC OR SMARTPHONES; THE USE OF A CALCULATOR IS ALLOWED. STUDENTS WHO GET A SCORE OF AT LEAST 18/30 ARE ADMITTED TO THE ORAL TEST. THE ORAL TEST IS AIMED AT VERIFYING THE LEVEL OF KNOWLEDGE OF THEORETICAL AND APPLIED CONTENT, AS WELL AS THE LEVEL OF COMPETENCE ACHIEVED IN THE EXPOSURE. THE FINAL VOTE IS THE ARITHMETIC MEAN OF THE TWO TESTS. THE MINIMUM VOTE FOR PASSING THE EXAM IS 18/30. |
| Texts | |
|---|---|
| 1) CHRISTIAN GOLLIER, THE ECONOMICS OF RISK AND TIME, MIT PRESS, 2004 2) LECTURE NOTES. |
| More Information | |
|---|---|
| UP-TO-DATE NEWS ABOUT THE COURSE IS POSTED ON THE INSTRUCTOR'S WEB-PAGE. |
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