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| Detailed information |
| Pre-requisites |
(*)keine (die Zulassung zum Studium vorausgesetzt)
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| Original study plan |
Master's programme Management and Applied Economics 2011S |
| Objectives |
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.
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| Subject |
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.
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| Criteria for evaluation |
Final examination, empirical project.
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| Methods |
Lectures, empirical project.
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| Language |
English |
| Study material |
- 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.
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| Changing subject? |
No |
| Further information |
There are no formal entry requirements. Recommended prerequisites are: Managerial Finance (core competence module in undergraduate studies), KS and IK Empirical Research Methods
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