5411016: C20 Investment Strategies and Asset Management

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Semester:WS 22/23
Type:Module/Course/Examination
Language:English
ECTS-Credits:3.0
Scheduled in semester:3
Semester Hours per Week / Contact Hours:30.0 L / 22.5 h
Self-directed study time:67.5 h

Module coordination/Lecturers

Curricula

Master's degree programme in Finance (01.09.2020)

Events

Description

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

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

Learning Outcomes

Know the state-of-the-art regarding risk/profit drivers in financial markets

  • Devise, justify, implement, and test investment strategies for different asset classes and economic environments (inflationary/deflationary, expansion/recession, etc.)
  • understand exactly how investors try to achieve profits using different asset classes

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

Exercise

Exams

  • PWW-MA_Investment Strategies and Asset Management EX (WS 22/23, bewertet)