Studying at the University of Verona
Here you can find information on the organisational aspects of the Programme, lecture timetables, learning activities and useful contact details for your time at the University, from enrolment to graduation.
Study Plan
This information is intended exclusively for students already enrolled in this course.If you are a new student interested in enrolling, you can find information about the course of study on the course page:
Laurea magistrale in Banca e finanza - Enrollment from 2025/2026The Study Plan includes all modules, teaching and learning activities that each student will need to undertake during their time at the University.
Please select your Study Plan based on your enrollment year.
1° Year
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2° Year activated in the A.Y. 2024/2025
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Legend | Type of training activity (TTA)
TAF (Type of Educational Activity) All courses and activities are classified into different types of educational activities, indicated by a letter.
Bond portfolio management and equity (markets and instruments) evalutation (2023/2024)
Teaching code
4S006068
Academic staff
Coordinator
Credits
9
Language
Italian
Scientific Disciplinary Sector (SSD)
SECS-P/11 - FINANCIAL MARKETS AND INSTITUTIONS
Period
Primo semestre (lauree magistrali) dal Oct 2, 2023 al Dec 22, 2023.
Courses Single
Authorized
Learning objectives
In the first part, the course focuses on the valuation of bonds (both government and corporate), first at the level of individual bond and then at the aggregate portfolio level, in order to appreciate the main management policies, passive and active, of portfolios composed by bonds only and by bonds and derivatives. In the second part, the course deals with the equity evaluation criteria and the way financial markets operate.
Prerequisites and basic notions
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Program
First part
The return and risk indicators of government bonds.
The management logic (passive and active) of a portfolio of government bonds.
Bund futures contracts.
The return and risk indicators of corporate bonds.
Second part
The evaluation criteria and indicators of the return and risk of equity securities.
Markowitz's theory of portfolio selection.
The Capital Asset Pricing Model (CAPM).
Stock portfolio management strategies.
Performance evaluation.
Materials for preparing for the exam
The topics of the first part of the teaching are covered in the first 7 chapters of the text. The topics of the second part of the teaching are covered in the following chapters of the textbook: 8, 9, 10, part of 12 dedicated to stock portfolios and 13.
Bibliography
Didactic methods
Teaching will be developed through lectures aimed at facilitating the understanding and interpretation of theoretical concepts.
Learning assessment procedures
The exam will be held through a written test.
Regarding the first part of the program, the test will be made up of around twenty multiple choice questions and some exercises or open questions.
Regarding the second part of the program, there will be 3 questions (consisting of open theoretical questions and/or exercises to be solved by providing a comment on the results obtained).
Evaluation criteria
The written exam aims to verify the Student's ability to critically analyze the topics covered.
Criteria for the composition of the final grade
The first part will have a score of a maximum of 17 points. The second part will have a score of a maximum of 14 points.
Exam language
Italiano
