TEPO Portfolio Theory

Faculty of Economics and Administration
Spring 2001
Extent and Intensity
2/2/0. 5 credit(s). Type of Completion: zk (examination).
Teacher(s)
RNDr. František Čámský (lecturer)
RNDr. František Čámský (seminar tutor)
Ing. David Fuchs (seminar tutor)
Guaranteed by
prof. Ing. Viktória Čejková, Ph.D.
Department of Finance – Faculty of Economics and Administration
Contact Person: Marie Moudrá
Course Enrolment Limitations
The course is also offered to the students of the fields other than those the course is directly associated with.
fields of study / plans the course is directly associated with
Course objectives
Portfolio Theory (TEPO) The course will introduce students with basic mathematical methods exploited in the area of evaluation of investment options, portfolio optimisation and the evaluation of risk and non-risk assets. The course is designed especially for the students who are going to work with administration of assets in commercial banks and insurance companies. The content of the course will be divided into two topic areas. The subject matter of the first area is the standard-form Markowitz model, which is further extended to introduce risk-free deposits and risk-free loans. The second area includes the model of capital assets valuation, diversification of risks and arbitrage theory of valuation. Credit requirements: active participation in seminars, seminar paper. Examination: written test.
Language of instruction
Czech
Further Comments
The course is taught annually.
The course is taught: every week.
The course is also listed under the following terms Spring 2000.
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