Semester:SS 22
Art:Vorlesung
Plansemester:2
Lektionen / Semester:60.0 L / 45.0 h
Selbststudium:75.0 h
Art:Vorlesung
Plansemester:2
Lektionen / Semester:60.0 L / 45.0 h
Selbststudium:75.0 h
Modulleitung/Dozierende
- Prof. Dr. Marco J. Menichetti
(Modulleitung)
- Dr. Lars Kaiser
(Interner Dozent)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Assoc. Prof. Pedro Barroso
(Externer Dozent)
- Dr. Lars Kaiser
(Externer Dozent)
Studiengang
Masterstudium Finance (01.09.2015)Masterstudium Finance (01.09.2020)
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
Termine
| Datum | Zeit | Raum |
| 18.02.2022 | 11:15 - 12:45 | N.N. |
| 22.02.2022 | 13:15 - 16:30 | N.N. |
| 08.03.2022 | 13:15 - 16:30 | N.N. |
| 15.03.2022 | 13:15 - 14:45 | N.N. |
| 22.03.2022 | 13:15 - 16:30 | N.N. |
| 05.04.2022 | 13:15 - 14:45 | N.N. |
| 12.04.2022 | 13:15 - 16:30 | N.N. |
| 19.04.2022 | 13:15 - 14:45 | N.N. |
| 26.04.2022 | 13:15 - 14:45 | N.N. |
| 03.05.2022 | 09:00 - 12:15 | H4 |
| 17.05.2022 | 13:15 - 14:45 | N.N. |
| 24.05.2022 | 13:15 - 16:30 | N.N. |
Prüfungen
- PWW-MA_Empirical Asset Pricing LE (SS 22, bewertet)
- PWW-MA_Empirical Asset Pricing LE (retake) (WS 22/23, bewertet)