Semester:SS 23
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:60.0 L / 45.0 h
Self-directed study time:75.0 h
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:60.0 L / 45.0 h
Self-directed study time:75.0 h
Module coordination/Lecturers
- Prof. Dr. Marco J. Menichetti
(Modulleitung)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Merlin Bartel, M.Sc.
(Interner Dozent)
- Assoc. Prof. Pedro Barroso
(Externer Dozent)
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
| Datum | Zeit | Raum |
| 14.02.2023 | 13:15 - 14:45 | H4 |
| 28.02.2023 | 13:15 - 16:30 | H4 |
| 07.03.2023 | 13:15 - 14:45 | H4 |
| 14.03.2023 | 13:15 - 16:30 | H4 |
| 21.03.2023 | 13:15 - 14:45 | H4 |
| 28.03.2023 | 13:15 - 16:30 | H4 |
| 11.04.2023 | 13:15 - 14:45 | H4 |
| 18.04.2023 | 13:15 - 16:30 | H5 (Fabrikweg) |
| 02.05.2023 | 09:00 - 12:30 | H5 (Fabrikweg) |
| 09.05.2023 | 13:15 - 14:45 | H4 |
Exams
- PWW-MA_Empirical Asset Pricing LE (SS 23, bewertet)
- PWW-MA_Empirical Asset Pricing LE (retake) (WS 23/24, bewertet)