Semester:SS 21
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
- Dr. Lars Kaiser
(Modulleitung)
- Dr. Lars Kaiser
(Interner Dozent)
- Dipl. Ing. (FH) Patrick Krause, MA
(E-Learning Admin)
- Merlin Bartel, M.Sc.
(E-Learning Admin)
- Ass.-Prof. Dr. Sebastian Stöckl
(E-Learning Admin)
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 (90 minutes)
Termine
| Datum | Zeit | Raum |
| 19.02.2021 | 09:00 - 10:30 | Virtueller Raum |
| 23.02.2021 | 13:15 - 16:30 | Virtueller Raum |
| 02.03.2021 | 13:15 - 14:45 | Virtueller Raum |
| 09.03.2021 | 13:15 - 16:30 | Virtueller Raum |
| 16.03.2021 | 13:15 - 14:45 | Virtueller Raum |
| 23.03.2021 | 13:15 - 16:30 | Virtueller Raum |
| 30.03.2021 | 13:15 - 14:45 | Virtueller Raum |
| 13.04.2021 | 13:15 - 16:30 | Virtueller Raum |
| 20.04.2021 | 13:15 - 14:45 | Virtueller Raum |
| 27.04.2021 | 13:15 - 16:30 | Virtueller Raum |
| 04.05.2021 | 13:15 - 14:45 | Virtueller Raum |
| 18.05.2021 | 13:15 - 14:45 | Virtueller Raum |
| 25.05.2021 | 13:15 - 16:30 | Virtueller Raum |
Prüfungen
- PWW-MA_Empirical Asset Pricing LE (SS 21, bewertet)
- PWW-MA_Empirical Asset Pricing LE (retake) (WS 21/22, bewertet)