Inhalt

[ 977BAECFERK10 ] KS Financial Economics and Risk

Versionsauswahl
Es ist eine neuere Version 2022W dieser LV im Curriculum Masterstudium Economic and Business Analytics 2023W vorhanden.
Workload Ausbildungslevel Studienfachbereich VerantwortlicheR Semesterstunden Anbietende Uni
4 ECTS M1 - Master 1. Jahr Volkswirtschaftslehre Johann Burgstaller 2 SSt Johannes Kepler Universität Linz
Detailinformationen
Anmeldevoraussetzungen keine (die Zulassung zum Studium vorausgesetzt)
Quellcurriculum Masterstudium Management and Applied Economics 2011S
Ziele The course aims to provide an overview of the major theories, tools and results in portfolio theory and asset pricing. Students will acquire skills to follow the academic debate on pricing and risk appraisal in securities markets and be encouraged to pursue their own empirical research.
Lehrinhalte Topics covered during the course include the characteristics of financial market data, risk-return relationships, modern portfolio theory, asset pricing models, market efficiency, behavioral finance and performance measurement. Empirical evidence on security returns will also be discussed.
Beurteilungskriterien Final examination, empirical project.
Lehrmethoden Lectures, empirical project.
Abhaltungssprache Englisch
Literatur
  • Bodie, Z., Kane, A., Marcus, A.J. (2009), Investments, 8th international ed., McGraw-Hill, New York.
  • Cuthbertson, K., Nitzsche, D. (2005), Quantitative Financial Economics, 2nd ed., Wiley, Chichester.
Lehrinhalte wechselnd? Nein
Sonstige Informationen There are no formal entry requirements. Recommended prerequisites are: Managerial Finance (core competence module in undergraduate studies), KS and IK Empirical Research Methods
Präsenzlehrveranstaltung
Teilungsziffer 200
Zuteilungsverfahren Zuteilung nach Vorrangzahl