Semester:SS 17
Art:Vorlesung
Plansemester:2
Lektionen / Semester:42.0 L / 31.5 h
Selbststudium:88.5 h
Art:Vorlesung
Plansemester:2
Lektionen / Semester:42.0 L / 31.5 h
Selbststudium:88.5 h
Modulleitung/Dozierende
- Florian Schaller, MSc
(Modulleitung)
- Prof. em. Dr. Marco J. Menichetti
(Interner Dozent)
- Dr. Lars Kaiser
(Interner Dozent)
Studiengang
Masterstudium Finance (01.09.2015)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 |
| 24.02.2017 | 09:00 - 10:30 | H2 |
| 07.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 07.03.2017 | 09:00 - 12:15 | abgesagt/cancelled |
| 14.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 21.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 28.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 30.03.2017 | 13:15 - 16:30 | H4 |
| 04.04.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 04.05.2017 | 13:15 - 16:30 | H3 |
| 09.05.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 16.05.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
| 23.05.2017 | 08:00 - 09:30 | H5 (Fabrikweg) |
Prüfungen
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (SS 17, bewertet)
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (WS 17/18, bewertet)