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Quantitative aspects in the financial discourse


Erez B.

Course director


The programme is structured as follows:

Portfolio selection: statement of the problem



Portfolio selection: Markowitz’ solution

The contribution of financial models


In order that students acquire the necessary set of competencies to proficiently manage the information needed to foster sound investment decisions, it is important that they are comfortable with a number of notions used in the financial sector, which make heavy use of quantitative methods. We present a few of such notions, which the practitioner in financial communication most surely will have to deal with. We shall thus put portfolio theory at the center of the course, and develop the notions necessary to have an understanding of it. These include the notions of risk and model, and in passing for example those of benchmarking, prediction, and valuation. We will not insist on mathematical formulations, but rather focus on the advantages these have and which limitations they might entail.

Teaching mode

In presence

Learning methods

Lectures; in class discussion of topics and problem-solving activities; reading, summarising and presenting relevant scientific literature.

Examination information

Group activity in class (preparation 10%; presentation 10%). Final oral exam 80%.