Semester:SS 23
Art:Übung
Plansemester:2
Lektionen / Semester:24.0 L / 18.0 h
Selbststudium:42.0 h
Art:Übung
Plansemester:2
Lektionen / Semester:24.0 L / 18.0 h
Selbststudium:42.0 h
Modulleitung/Dozierende
- Prof. em. Dr. Marco J. Menichetti
(Modulleitung)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Dr. Othar Kordsachia
(Interner Dozent)
Studiengang
Masterstudium Finance (01.09.2020)Beschreibung
> Review of Portfolio Theory and Asset Pricing
> Extension of the CAPM
> CAPM, Anomalies & Multi-Factor Models
> Predictability of Asset Returns
> From Traditional to Mean-Variance Investing and Beyond
> Performance Evaluation
> Portfolio Execution, Monitoring, Rebalancing and Costs
Kompetenzen
Lehrmethoden
> Interactive lecture
> Exercises
Literatur
> Elton, E., Gruber, M. J., Brown, S. J., & Goetzmann, W. N. (2010). Modern portfolio theory and investment analysis (8th ed.). Hoboken: Wiley.
> Lecture notes, Exercises, and other material distributed during the lectures.
> CFA Material
Prüfungsmodalitäten
Written closed book examination (90 minutes)
Termine
| Datum | Zeit | Raum |
| 22.02.2023 | 16:45 - 17:45 | H4 |