This module will provide students with the necessary knowledge and skills to construct and manage multi asset portfolios and will explain how to evaluate portfolio performance. The asset allocation and risk perceptive will be explained from the perspectives of individual and institutional investors.
The module will discuss the main strategies used by active investors, such as style investing, fixed income investment strategies, including the ones typically performed by hedge fund managers' (long-short, equity market neutral, dedicated short bias, and arbitrage strategies). During the module students will perform practical simulations in portfolio construction, undertake evaluation of portfolios using real data, and will apply “backtesting” for strategy evaluation.
In this module, students will be required to use various IT tools such as Excel to develop investment strategies and integrated software solutions for problem-solving.
The objective is that the student after the module possesses the necessary knowledge on:
The objective is that the student after the module possesses the necessary skills in:
The objective is that the student after the module possesses the necessary competences in:
For information see § 17.
|Name of exam||Asset Management and Hedge Fund Strategies|
|Type of exam|
Written examGroup examination with max. 3 students.
|Assessment||7-point grading scale|
|Type of grading||Internal examination|
|Criteria of assessment||The criteria of assessment are stated in the Examination Policies and Procedures|
|Danish title||Aktivforvaltning og hedgefond strategier|
|Language of instruction||English|
|Location of the lecture||Campus Aalborg|
|Responsible for the module|
|Study Board||Study Board of Economics and Business Administration|
|Department||AAU Business School|
|Faculty||Faculty of Social Sciences and Humanities|