Semester:SS 25
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:60.0 L / 45.0 h
Self-directed study time:75.0 h
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:60.0 L / 45.0 h
Self-directed study time:75.0 h
Module coordination/Lecturers
- Prof. em. Dr. Marco J. Menichetti
(Interner Dozent)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Merlin Bartel, M.Sc.
(Interner Dozent)
- Assoc. Prof. Pedro Barroso
(Referent)
Curricula
Master's degree programme in Finance (01.09.2015)Master's degree programme in Finance (01.09.2020)
Description
> 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
Qualifications
Lectures Method
> Interactive lecture
> Exercises
Literature
> 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
Exam Modalities
Written closed book examination (90 minutes)
Dates
| Datum | Zeit | Raum |
| 02.04.2025 | 09:00 - 12:15 | H4 |
| 16.04.2025 | 09:00 - 12:15 | H4 |
| 23.04.2025 | 09:00 - 12:15 | H4 |
| 30.04.2025 | 09:00 - 12:15 | H4 |
| 07.05.2025 | 09:00 - 12:15 | H4 |
| 14.05.2025 | 09:00 - 12:15 | H4 |
| 21.05.2025 | 09:00 - 12:15 | H4 |