Graduate School of Business  Alexandria

Apply Now

Advanced Studies in Portfolio Management

  • Graduate School of Business |

Description

Advanced Studies in Portfolio Management

Program

DBA

Objectives

  • 1. Candidate will understand and be able to follow the investment management process for insurance companies, pension funds and other financial intermediaries. 2. The candidate will understand the variety of financial instruments available to managed portfolios. 3. The candidate will understand the importance of the techniques and theory behind portfolio asset allocation. 4. The candidate will understand and apply quantitative techniques for portfolio management.

Textbook

To be determined by the lecturer at the beginning of the course.

Course Content

content serial Description
1I. BACKGROUND. 1. Introduction to Modern Investment Theory. 2. Measuring Risk, Return, and Higher Moments. II. PORTFOLIO MANAGEMENT. 3. Finding the Efficient Set. 4. Factor Models. 5. Asset Allocation. III. ASSET PRICING THEORIES AND PERFORMANCE MEASUREMENT. 6. The Capital Asset Pricing Model. 7. Empirical Tests of the Asset Pricing Model. 8. The Arbitrage Pricing Theory. 9. Measuring Portfolio Performance with Asset Pricing Models. 10. Measuring Performance without Asset Pricing Models. IV. INTEREST RATES AND BOND MANAGEMENT. 11. Bond Risk. 12. Bond Portfolio Management. 13. Interest Immunization. V. STOCK VALUATION, AND MARKET EFFICIENCY. 14. The Effect of Taxes on Investment Strategy and Securities Prices. 15. Stock Valuation and Equity Portfolio Strategies. 16. Market Efficiency: Concept and Evidence. VI. ADVANCED TOPICS RELATED TO THE USAGE OF DERIVATIVES IN PORTFOLIO MANAGEMENT 3. Finding the Efficient Set. 4. Factor Models. 5. Asset Allocation.
2III. ASSET PRICING THEORIES AND PERFORMANCE MEASUREMENT. 6. The Capital Asset Pricing Model. 7. Empirical Tests of the Asset Pricing Model. 8. The Arbitrage Pricing Theory. 9. Measuring Portfolio Performance with Asset Pricing Models. 10. Measuring Performance without Asset Pricing Models.
3IV. INTEREST RATES AND BOND MANAGEMENT. 11. Bond Risk. 12. Bond Portfolio Management. 13. Interest Immunization.
4V. STOCK VALUATION, AND MARKET EFFICIENCY. 14. The Effect of Taxes on Investment Strategy and Securities Prices. 15. Stock Valuation and Equity Portfolio Strategies. 16. Market Efficiency: Concept and Evidence.
5VI. ADVANCED TOPICS RELATED TO THE USAGE OF DERIVATIVES IN PORTFOLIO MANAGEMENT

Markets and Career

  • Generation, transmission, distribution and utilization of electrical power for public and private sectors to secure both continuous and emergency demands.
  • Electrical power feeding for civil and military marine and aviation utilities.
  • Electrical works in construction engineering.
Courses
  • Degree Doctorate
  • Code: DBA9F4
  • Credit hrs: 3
  • Prequisites:
Download.pdf
Apply Now

Start your application

Start The your journey to your new career.
SUBMIT IT NOW