Portfolio Management

8th Εξάμηνο

Ακαδημαϊκό Έτος 2025-26

Με Μια Ματιά

Κωδικός Μαθήματος

ΧΡΧΡΗ21

Τύπος Μαθήματος

General Background

Γλώσσα Διδασκαλίας

Greek

Το μάθημα προσφέρεται σε φοιτητές Erasmus;

Yes (in Greek)

Τρόπος Παράδοσης

Face to Face

Χρήση Τεχνολογιών Πληροφορίας και Επικοινωνιών

Use the internet to find relationships and phenomena related to the subject of the course

Αυτοτελείς Διδακτικές Δραστηριότητεσ

Τύπος

Lectures

Εβδομαδιαίες Ώρες

Μονάδες ECTS

7,5

Περιγράμματα Σπουδών

🇬🇷 Ελληνικά

🇬🇧 Αγγλικά

Συνδεσμοι

Αξιολόγηση Φοιτητών

Greek, 100% Final Exam

Μαθησιακά Αποτελέσματα

At the successful completion of this course, the students will be able to:

Evaluate stocks and portfolios of stocks
Calculate the risk of stocks and portfolios of stocks
Calculate minimum risk portfolios
Understand the concept of “stochastic dominance” of a portfolio Understanding the concept of “risk premium”

Γενικές Ικανότητες

Analyze and evaluate stocks
Analyze stock portfolios
Be able to calculate the risks of stocks and stock portfolios
Know how to select portfolios with minimum risk
Apply the theoretical concept of Stochastic Dominance of a portfolio
Apply the notion of risk premium in Asset Pricing

Περιεχόμενο Μαθήματος

Portfolio Analysis II
Market model
Asset Pricing Models
Efficient Market Hypothesis
Stochastic Dominance
Risk Premia and Utility functions

Βιβλιογραφία

Lecture Notes

Basu, S. (1977) Investment performance of common stocks in relation to their price earnings ratios: A test for market efficiency, Journal of Finance, 32, 663-682.
Black, F., M.C. Jensen and M. Scholes, 1972, The capital asset pricing model: Some empirical tests, in: M. Jensen, ed., Studies in the theory of capital markets, (Praeger Publishers, Inc., New York), 79-121.
Blume, M.E. and I. Friend, 1973, A new look at the capital asset pricing model, Journal of Finance, 28, 19-33.
Diacogiannis G. (1986) Arbitrage Pricing Model: A Critical Examination of its Empirical Applicability for the London Stock Exchange, Journal of Business Finance and Accounting, 13, 489-504.
Fama, E. F. and MacBeth (1973) Risk, Return and Equilibrium: Empirical Tests, Journal of Political Economy 81: 607–636.

Μαθήματα Προπτυχιακού

1ο Εξάμηνο

Regulation of Financial Markets

2ο Εξάμηνο