5110656: Applied Portfolio Management (exercise)

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Semester:SS 21
Type:Exercise
Scheduled in semester:2
Semester Hours per Week / Contact Hours:24.0 L / 18.0 h
Self-directed study time:42.0 h

Module coordination/Lecturers

Curricula

Master's degree programme in Finance (01.09.2015)
Master's degree programme in Finance (01.09.2020)

Description

> Review of Portfolio Theory and Asset Pricing
> Extension of the CAPM
> CAPM, Anomalies & Multi-Factor Models
> Predictability of Asset Returns
> From Traditional to Mean-Variance Investing and Beyond
> Performance Evaluation
> Portfolio Execution, Monitoring, Rebalancing and Costs

Qualifications

Lectures Method

> Interactive lecture
> Exercises

Literature

> Elton, E., Gruber, M. J., Brown, S. J., & Goetzmann, W. N. (2010). Modern portfolio theory and investment analysis (8th ed.). Hoboken: Wiley.
> Lecture notes, Exercises, and other material distributed during the lectures.
> CFA Material

Exam Modalities

Written closed book examination (90 minutes)

Dates

DatumZeitRaum
15.06.202108:00 - 18:00Virtueller Raum