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4508097: Empirical Asset Pricing and Portfolio Theory

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Semester:SS 18
Art:Vorlesung
Plansemester:2
Lektionen / Semester:42.0 L / 31.5 h
Selbststudium:88.5 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2015)

Module

Beschreibung

> 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

Kompetenzen

Lehrmethoden

> Interactive lecture
> Exercises

Literatur

> 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

Prüfungsmodalitäten

Written closed book examination (90 minutes)

Termine

DatumZeitRaum
23.02.201809:00 - 10:30H3
27.02.201813:15 - 16:30H4
06.03.201809:00 - 12:15H4
20.03.201809:00 - 12:15H4
17.04.201809:00 - 12:15H4
26.04.201813:15 - 16:30H4
03.05.201813:15 - 16:30H4
08.05.201809:00 - 12:15H4
15.05.201809:00 - 12:15H4
22.05.201809:00 - 12:15H4
29.05.201809:00 - 12:15H4

Prüfungen

  • PWW-MA_Empirical Asset Pricing and Portfolio Theory (SS 18, bewertet)
  • PWW-MA_Empirical Asset Pricing and Portfolio Theory (Retake) (WS 18/19, bewertet)