PORTFOLIO MENADŽMENT

After passing this exam, the student will be able to: 1. Define the model for calculating return and risk of individual securities and financial portfolios. 2. Describe and solve the problem of the financial portfolio optimization. 3. Evaluate basic models of financial portfolio risk management. 4. Analyze and draw conclusions on capital markets efficiency. 5. Critically think about the concept of the capital market equilibrium and compare various forms of equilibrium models. 6. Give the arguments for specific portfolio strategy selection, and devise appropriate structure of the portfolio according to investors’ risk profile.