SUBJECT
Title
Investments analysis
Type of instruction
lecture
Level
master
Faculty
Part of degree program
Credits
3
Recommended in
Semesters 1-4
Typically offered in
Autumn/Spring semester
Course description
Active portfolio management: The Treynor-Black model. Portfolio performance evaluation. Pension fund performance evaluation. Active portfolio management. Forint-weighted versus time-weighted returns
Readings
Bodie/Kane/Marcus, Investments (Irwin, 1996)