Portfolio Management

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Portfolio Management
Course ID: 
Course Description: 
Track course
Financial Engineering


Class schedule: 
Τετάρτη/Wednesday 9.00-12.00
Assessment methods: 

The main objective of this study is to introduce the students in the portfolio managers way of thinking. The student will apply the portfolio and investment analysis theories in real data, and after this course the students will be able to:

- evaluate the prices of the securities,

- understand the benefits of the diversification,

- understand the behavioral influence on assets pricing,

- the pros and cons of several investment strategies etc..


Stocks and Bonds Pricing

Stock Prices Analysis using Financial Indices-Beta Coefficient

Markowitz Optimization

Capital Asset Pricing Model and Security Market Line

Technical Analysis and Efficient Market Hypothesis

Evaluation of Asset Portfolios

Active vs Passive Portfolios

Recommended Reading:


Edwin J. Elton, Martin J. Gruber, Stephen J. Brown, William N. Goetzmann (2016) Modern Portfolio Management and Investment Analysis, Utopia Publications.*

Bodie Zvi, Kane Alex, Marcus Alan J. (2014) Investments, Utopia Publications.

Vasileiou D., Iriotis Ν. (2018) Investment Analysis and Portfolio Management, Rosili Publications.

Reilly K. Frank, Brown C. Keith (2018) Investment Analysis and Portfolio Management, Broken Hill Publications.

Papadamou S.(2009) Portfolio Management, Dardanos G. – Dardanos K. Publications.


* Main Textbook