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5008108: Investment Strategies and Asset Management

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Semester:WS 20/21
Type:Exercise
Scheduled in semester:3
Semester Hours per Week / Contact Hours:26.0 L / 19.5 h
Self-directed study time:160.5 h

Module coordination/Lecturers

Curricula

Master's degree programme in Finance (01.09.2015)

Description

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

Lecture Goals

After completion of this class, students know about practical aspects of asset management, in particular various investment 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, implement, and test investment strategies for different economic environments (inflationary/deflationary, expansion/recession,...)

Qualifications

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

Grading will be based on the presentation (70%) and participation in class discussion (30%).

Assessment

Particularly important for your final grade are the quality and depth of your arguments (have you really thought about your strategy from many different angles?) as well as your involvement in challenging your fellow students.

Dates

DatumZeitRaum
15.09.202013:15 - 14:45H4
16.10.202009:00 - 12:15H4
16.10.202013:15 - 16:30H4
11.12.202009:00 - 12:15H4
11.12.202013:15 - 16:30H4