Portfolio Management

Topics which will be discussed in the lecture include:

• classical mean-variance portfolio theory (risk and return, efficient frontier)
• determination of equilibrium security returns and prices (CAPM, arbitrage pricing models, empirical tests)
• analysis and valuation of securities (such as stocks, bonds, options, etc.)
• evaluation of portfolio performance (performance measurement, diversification, active portfolio management)

Wednesdays, 8:30-10am, Max-Kade-Auditorium 1, Alte Universität

120 minutes written exam

Please find the current examination dates on the examination office's homepage.

For a correct identification, please bring your UniCard AND your ID to the exam.

For details on the registration and the registration period for the first exam, please also look at the websites of the examination offices of Economics , VWL and Mathematics for further information!

Course materials (slides, exercise sheets and possibly further files) will be available on ILIAS. The password necessary to register for the ILIAS course will be sent early enough before the first lecture by email to all who have registered for this course in HISinOne.

This lecture can be credited as follows:

In M.Sc. Economics, concentration in "Finance";

In M.Sc. VWL (PO 2014) in "Accounting, Finance, and Taxation" or 'Empirical Economics'

In B.Sc. Mathematics and M.Sc. Mathematics as elective. For the concentration in Financial Mathematics within the study program M.Sc. Mathematics the course can also be credited as economic concentration module.

Dr. Riccardo Brignone

Thursdays, 8:30-10am, Max-Kade-Auditorium 2, Alte Universität