Semester:SS 24
Type:Exercise
Scheduled in semester:2
Semester Hours per Week / Contact Hours:24.0 L / 18.0 h
Self-directed study time:42.0 h
Type:Exercise
Scheduled in semester:2
Semester Hours per Week / Contact Hours:24.0 L / 18.0 h
Self-directed study time:42.0 h
Module coordination/Lecturers
- Prof. em. Dr. Marco J. Menichetti
(Modulleitung)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Dr. Othar Kordsachia
(Interner Dozent)
- Ass.-Prof. Dr. Sebastian Stöckl
(Interner Dozent)
Curricula
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 |
| 20.02.2024 | 16:45 - 17:45 | H4 |
| 24.05.2024 | 13:15 - 16:30 | H4 |
| 07.06.2024 | 09:00 - 12:15 | H4 |
| 07.06.2024 | 13:15 - 16:30 | H4 |