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Portfolio Management

Please register for this lecture and the tutorial in HisinOne!

Lecture

taught by  Prof. Dr. Eva Lütkebohmert-Holtz und Dr. Ernst August Frhr. von Hammerstein

Content

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)

 

Weekly Dates

Thursdays, 10:15 - 11:45 am

In class or virtually in ILIAS

Slides and exercises will be uploaded each week to ILIAS


                                                                             

First Meeting
October 21, 2021
 
LanguageEnglish
 
PrerequisitesMath. Methods for Economics and Finance (can be taken in parallel)
 
ECTS6
 
Exam       

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!
 
ILIAS

Course materials will be available on ILIAS. The password necessary to register for the course on ILIAS will be given in the first lecture!

Credit

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.

 

Tutorial

taught by Dr. Riccardo Brignone und Dr. Ernst August von Hammerstein

 

Weekly Dates

Thursdays 16:15-17:45 pm  

In class or virtually over Zoom                                    
 

First Meeting
October 28, 2021
 
LanguageEnglish
Benutzerspezifische Werkzeuge