Formation of Optimal Securities Portfolio (курсовий проєкт)

Major: International Economic Relations
Code of subject: 6.292.02.E.092
Credits: 3.00
Department: Management and International Business
Lecturer: Doroshkevych Kateryna Olegivna
Semester: 6 семестр
Mode of study: денна
Learning outcomes: As a result of the course project, the student must be able to: identify the features of the functioning of the environment of international economic relations and models of economic development; to carry out the complex analysis and monitoring of a conjuncture of the world markets, to estimate changes of the international environment and to be able to adapt to them; diagnostics of the state of research of international economic relations and the world economy in an interdisciplinary combination with political, legal, natural sciences; analyze and evaluate the innovation potential of the enterprise, as well as the competitiveness of the innovative enterprise; understand the features of accounting, taxation and international insurance in the field of investment and innovation activities; to present the results of the research on the basis of which recommendations and measures for adaptation to changes in the international environment are developed; to study the functioning of the international stock market, to justify the creation of effective investment portfolios
Required prior and related subjects: prerequisite: "International Economic Relations"; co-requisite: "International Stock Market"
Summary of the subject: Securities market analysis; formation of a market portfolio
Assessment methods and criteria: - Current control (100%): fulfilment of project (80%), defence of project (20%)
Recommended books: 1. Haugen, Robert A. Modern Investment Theory. Prentice Hall, Englewood Cliffs, NJ: A Paramount Communications Company. 1993. 2. Madura, Jeff. Financial markets and institutions. - 2-nd edition.- West Publishing Company, 1994. 3. Chen H. J. Chen S. J. 2012. Investment-cash flow sensitivity cannot be a good measure of financial constraints: Evidence from the time series. Journal of Financial Economics103:393–410. 4. Amromin, Gene, and Steven A. Sharpe. 2014. “From the Horse’s Mouth: Economic Conditions and Investor Expectations of Risk and Return” Management Science 60 (4): 845–866. 5. Arif, Salman, and Charles M.C. Lee. 2014. “Aggregate Investment and Investor Sentiment.” Review of Financial Studies 27 (11): 3241–79. 6. Weinrich Y., Hoffmann U. Investitions analyse. Munchen, Wien, 1989. 7. Smith M. E. Another Road to Evaluating Knowledge Assets / Michael E. Smith// Human Resource Development Review. — 2016. — № 1. — vol. 2. — pp. 6-25. 8. Biryukov A. and Pustogarov I. Bitcoin over Tor isnot a good idea. In Security and Privasy, (SP), Symposium on, pages 122-134. IEEE, 2015. DOI: 10.1109/SP.2015.15