Inhalt

[ 977BAECFERK10 ] KS Financial Economics and Risk

Versionsauswahl
Es ist eine neuere Version 2022W dieser LV im Curriculum Master's programme Economic and Business Analytics 2024W vorhanden.
(*) Unfortunately this information is not available in english.
Workload Education level Study areas Responsible person Hours per week Coordinating university
4 ECTS M1 - Master's programme 1. year Economics Johann Burgstaller 2 hpw Johannes Kepler University Linz
Detailed information
Pre-requisites (*)keine (die Zulassung zum Studium vorausgesetzt)
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.
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.
Criteria for evaluation Final examination, empirical project.
Methods Lectures, empirical project.
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.
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
On-site course
Maximum number of participants 200
Assignment procedure Assignment according to priority