Imperial College London

ProfessorMarcinKacperczyk

Business School

Professor of Finance
 
 
 
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Contact

 

+44 (0)20 7594 2635m.kacperczyk CV

 
 
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Location

 

2.0253 Prince's GateSouth Kensington Campus

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Summary

 

Corporate Finance  - BUSI97745

Role

Course Leader

Applied Microeconometrics 2 - BUSI97175

Role

Course Leader

Investments and Portfolio Management - BUSI97047

Aims

This module provides students with a critical understanding of important investment and portfolio management techniques used for portfolio management by fund managers, risk managers, banks’ trading desks, structured product groups, pension funds and other financial institutions. One of the strengths of the module is that it is accompanied by case studies and realistic practical examples that students are asked to solve each week using Matlab.  Moreover the module covers pricing and predictability of a large range of asset classes including equities, bonds, foreign exchange, commodities and hedge funds.

Role

Course Leader