Semester:SS 17
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:42.0 L / 31.5 h
Self-directed study time:88.5 h
Type:Lecture
Scheduled in semester:2
Semester Hours per Week / Contact Hours:42.0 L / 31.5 h
Self-directed study time:88.5 h
Module coordination/Lecturers
- Florian Schaller, MSc
(Modulleitung)
- Prof. Dr. Marco J. Menichetti
(Interner Dozent)
- Dr. Lars Kaiser
(Interner Dozent)
Curricula
Master's degree programme in Finance (01.09.2015)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 |
24.02.2017 | 09:00 - 10:30 | H2 |
07.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
07.03.2017 | 09:00 - 12:15 | abgesagt/cancelled |
14.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
21.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
28.03.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
30.03.2017 | 13:15 - 16:30 | H4 |
04.04.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
04.05.2017 | 13:15 - 16:30 | H3 |
09.05.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
16.05.2017 | 09:00 - 12:15 | H5 (Fabrikweg) |
23.05.2017 | 08:00 - 09:30 | H5 (Fabrikweg) |
Exams
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (SS 17, bewertet)
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (WS 17/18, bewertet)