Duration: 3 hours per week - 13 weeks [ECTS: 6]

Course outline

The portfolio theory developed by H. Markowitz is presented. Additionally issues concerning market efficiency and asset pricing valuation are discussed. More specifically the following subjects are presented:

1. Investment Risk and Return
2. Risk averse behavior
3. Modern Portfolio Theory
4. Capital Asset Pricing Model - CAPM.
5. Arbitrage Price Theory - APT
6. Technical and Fundamental Analysis
7. Market Efficiency
8. Greek Stock Market
9. Active or Passive Management - Style Analysis
10. Mutual Funds and Performance Evaluation