3603718: Asset Pricing and Asset Management

zurück zur Übersicht
Semester:WS 13/14
Art:Vorlesung
Sprache:Englisch
Plansemester:1
Lektionen / Semester:36.0 L / 27.0 h
Selbststudium:78.0 h

Modulleitung/Dozierende

Studiengang

Masterstudium Banking and Financial Management (01.10.2008)

Beschreibung

  • Financial Decision Theory
  • Risk and Risk Aversion
  • Portfolio Theory and Optimal Risk Portfolio
  • Capital Market Models and Evaluation on Complete Markets
  • Portfolio Management (with Bond Portfolio Management, Style Investing, Strategic and Tactical Asset Allocation, Active Portfolio Management, Use of Derivatives)

Lernergebnisse

  • Explaining the financial decision theory fundamentals
  • Evaluating theoretical portfolio considerations in order to achieve optimal risk
  • Applying various capital market models in the case of equilibrium
  • Systematically solving various problems within the framework of stock and bond portfolio management

Kompetenzen

Lehrmethoden

Interactive lecture with exercises

Literatur

Required reading:

  • Elton, E. /Gruber, M. /Brown, St.T., Goetzmann, W. (2007). Modern Portfolio Theory and Investment Analysis, (7th ed.). New York: John Wiley.

Recommended reading:
  • Copeland, T. /Weston, J.F. /Shastri, K.. (2005). Financial Theory and Corporate Policy (Fourth Edition). Pearson.
  • Bodie, Z. /Kane, A. /Marcus, A.J. (2008): Investments (Seventh Edition). Boston: Mc Graw-Hill.
  • Fama, E. (1970). Efficient Capital Markets: A Review of Theory and Empirical Work. In: Journal of Finance, May, pp. 383-417.

Arbeitsmaterial

Lecture slides, exercises, sample questions will be available on Moodle

Prüfungsmodalitäten

  • Written examination with 120 minutes editing time (90 minutes dedicated to knowledge acquired during this lecture)

Termine

DatumZeitRaum
15.11.201309:00 - 16:30H4
16.11.201309:00 - 16:30H4
20.12.201309:00 - 16:30H4
21.12.201309:00 - 16:30H4