Empirical Asset Pricing (lecture) — University of Liechtenstein

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Semester:SS 21

Type:Lecture

Scheduled in semester:2

Semester Hours per Week / Contact Hours:60.0 L / 45.0 h

Self-directed study time:75.0 h

Module coordination/Lecturers

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)

Curricula

Master's degree programme in Finance (01.09.2015)
Master's degree programme in Finance (01.09.2020)

Modules

Description

> 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

Qualifications

Lectures Method

> Interactive lecture
> Exercises

Literature

> 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

Exam Modalities

Written closed book examination (90 minutes)

Dates

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

Exams

PWW-MA_Empirical Asset Pricing LE (SS 21, bewertet)
PWW-MA_Empirical Asset Pricing LE (retake) (WS 21/22, bewertet)

5110690: Empirical Asset Pricing (lecture)