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5008107: C15 Investment Strategies and Asset Management

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Semester:WS 20/21
Type:Module/Course/Examination
Language:English
ECTS-Credits:6.0
Scheduled in semester:3
Semester Hours per Week / Contact Hours:28.0 L / 21.0 h
Self-directed study time:159.0 h

Module coordination/Lecturers

Curricula

Master's degree programme in Finance (01.09.2015)

Description

Investment Strategies by Asset Class: Equitiy, Fixed Income, and Derivatives Strategies
Investment Strategies for Different Economic Environments
Asset Management in Practice

Lecture Goals

After completion of this module, students know about practical aspects of asset management, in particular various investement strategies. These strategies can be categorized by asset class and/or particular (macro-)economic environments for which they are particularly suitable.

Learning Outcomes

Understand exactly how investors try to achieve profits using different asset classes
Know the state of the art regarding risk/profit drivers in financial markets
Devise, justify, and test investment strategies for different economic environments (inflationary/deflationary, expansion/recession,...)

Qualifications

  • Analyze existing investment strategies
    Develop new investment strategies according to pre-specified goals and conditions
  • Implement investement strategies, test them on data, and interpret the results
  • Collaborate with fellow students in the implementation and testing phase
    Communicate results effectively
  • Critically reflect on ethical aspects of investment strategies (where appropriate)

Lectures Method

Paper-based preparation of topics, strategy implementation and testing, presentation and discussion

Admission Requirements

It is recommended to have successfully completed the module Financial Economics and Markets before enrolling in the module Investment Strategies and Asset Management.

Literature

t.b.a. (textbooks and recent papers)

Exam Modalities

See lecture within the module.

Exams

  • PWW-MA_Investment Strategies and Asset Management EX (WS 20/21, in Planung)