5310656: Applied Portfolio Management (exercise)

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Semester:SS 22
Art:Übung
Plansemester:2
Lektionen / Semester:24.0 L / 18.0 h
Selbststudium:42.0 h

Modulleitung/Dozierende

Studiengang

Masterstudium Finance (01.09.2020)

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

Class Participation (30%)
Presentation (30%)
Written report (40%)

Termine

DatumZeitRaum
11.02.202209:00 - 10:00Virtueller Raum
18.03.202209:00 - 10:00Virtueller Raum
09.06.202209:00 - 12:15Virtueller Raum
09.06.202213:15 - 16:30Virtueller Raum