Semester:WS 24/25
Type:Module/Course/Examination
Language:English
ECTS-Credits:3.0
Scheduled in semester:3
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:67.5 h
Type:Module/Course/Examination
Language:English
ECTS-Credits:3.0
Scheduled in semester:3
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:67.5 h
Module coordination/Lecturers
- Prof. Dr. Michael Hanke
(Modulleitung)
Curricula
Master's degree programme in Finance (01.09.2015)Master's degree programme in Finance (01.09.2020)
Description
Paper-based preparation of topics, strategy implementation and testing, presentation and discussion
- Investment Strategies by Asset Class: Equity, Fixed Income, Derivatives Strategies
- Investment Strategies for Different Economic Environments
- Asset Management Practice
Learning Outcomes
Know the state-of-the-art regarding risk/profit drivers in financial markets
- Devise, justify, implement, and test investment strategies for different asset classes and economic environments (inflationary/deflationary, expansion/recession, etc.)
- understand exactly how investors try to achieve profits using different asset classes
Qualifications
-
Analyze existing investment strategies
Develop new investment strategies according to pre-specified goals and conditions - Implement investement strategies, test them on data, and interpret the results
-
Collaborate with fellow students in the implementation and testing phase
Communicate results effectively - Critically reflect on ethical aspects of investment strategies (where appropriate)
Lectures Method
Exercise
Exams
- PWW-MA_Investment Strategies and Asset Management EX (WS 24/25, in Planung)