Courses – Fakultet tehničkih nauka u Novom Sadu

Subject: Dynamic Optimization of Investment Portfolio (17.IMDR78)

Type of studies	Title
Doctoral Academic Studies	Industrial Engineering / Engineering Management (Year: 1, Semester: Summer)

General information:

Category	Professional-applicative
Scientific or art field	Menadžment i investicije u inženjerstvu Proizvodni i uslužni sistemi, organizacija i menadžment
ECTS	10

The objective of the course Dynamic Optimization of Investment Portfolio is to provide quantitative and qualitative knowledge of the possibilities of application contemporary engineering methods, techniques and tools as a basis for an adequate assessment of the effects of investment activities, that is, making optimum investment decisions.

The course outcome is student`s knowledge and training for independent and group research work in the field of dynamic optimization of investment portfolio with special emphasis on quantitative methods in the given field.

Risk and return analysis; Standard investment portfolio optimization; Static optimization; Benchmark investment portfolio optimization; Dynamic investment portfolio optimization; Quantitative methods for optimizing investment portfolio; Investment portfolio performance.

Lectures. Consultations. Subject project.

Authors	Title	Year	Publisher	Language
Strong, R.A.	Portfolio construction, management, and protection	2003	Thomson South-Western, Ohio	English
Nkeki, C.	Dynamic Debt Optimization and Mean-Variance Investment Portfolio: The Investment Management Strategy	2016	LAP LAMBERT Academic Publishing	English
Prigent, J-L.	Portfolio Optimization and Performance Analysis (Chapman and Hall/CRC Financial Mathematics Series)	2007	Chapman and Hall/CRC	English