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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

The lecture will be taught live online via BigBlueButton.

The link to the virtual BigBlueButton-room, together with some hints and instructions for the BigBlueButton login, can be found on the ILIAS page for this course (see also below).


                                                                             

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!

The post-exam review is scheduled for Monday, March 7, 2022, from 15-16 o'clock in SR 01 0212, Rempartstr. 10-16 (Economics building).
Please do not forget to bring an identity card as well as a 3G-certificate with you!
 

ILIAS

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.

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 HS 1243  

The weekly tutorials will take place in class in HS 1199.                             

Participation is only possible with valid 3G (vaccinated, recovered or tested) proof!

Further, an attendance confirmation is required for each tutorial session! This can be done most easily in electronic form. For details see the paragraph  Procedure via HISinOne from the point of view of participants (collect contact data CoronaVO) on this website.

  
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