Academic Year: 2022-2023
Prerequisite(s): Asset Pricing I – Asset Pricing II
Course Hours / Week: 3 hours per week / 8 weeks
The course offers a detail of the main equity instruments to continue with the analysis of a high volatility portfolio, the performance of the portfolio is analyzed against various market strategies. The risk of this portfolio is measured, monitored and detected following the Basel IV recommendations, considering from market risk to liquidity risk in an introductory manner.