Financial institutions, international finance and risk management

Provide students with an analysis of the theoretical and applied aspects of the management of securities portfolios. In particular through the study of the theory of Markowitz you get to evaluate the particular property, risk-return perspective, portfolios than securities that compose them. It also aims to provide an analysis of the capital market through the CAPM classic. By changing some assumptions you get to build equilibrium models more realistic as the zero beta model and models with taxation of capital gains and returns. In order to provide a wide horizon of analysis deals with the study of the utility and stochastic dominance. Finally, as the appropriate end of the course, it proposes the student to address the performance evaluation of portfolio through the use of appropriate indexes. The above is supported by practical applications on the computer.