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| Detailed information |
| Pre-requisites |
(*)KS Unternehmensfinanzierung,
KS Wertpapiermanagement
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| Original study plan |
Bachelor's programme (*)Betriebswirtschaftslehre 2021W |
| Objectives |
Students should become familiar with basic topics in portfolio management, including asset pricing, investment performance, and financial risk management.
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| Subject |
- Returns, risk, and characteristics of financial market data
- Portfolio theory: portfolio optimization and capital allocation
- Asset pricing: index models, CAPM, APT, multifactor models
- Empirical evidence on asset pricing
- Performance measurement
- Corporate risk management
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| Criteria for evaluation |
Exam, case studies.
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| Methods |
Lecture, discussion of case studies.
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| Language |
German |
| Study material |
Bodie, Z., Kane, A., Marcus, A.J. (2014), Investments, 10th ed., McGraw-Hill.
Additional literature will be distributed in class.
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| Changing subject? |
No |
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