Semester:SS 18
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
- Dr. oec. HSG Roger Rechsteiner
(Modulleitung)
- 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 |
23.02.2018 | 09:00 - 10:30 | H3 |
27.02.2018 | 13:15 - 16:30 | H4 |
06.03.2018 | 09:00 - 12:15 | H4 |
20.03.2018 | 09:00 - 12:15 | H4 |
17.04.2018 | 09:00 - 12:15 | H4 |
26.04.2018 | 13:15 - 16:30 | H4 |
03.05.2018 | 13:15 - 16:30 | H4 |
08.05.2018 | 09:00 - 12:15 | H4 |
15.05.2018 | 09:00 - 12:15 | H4 |
22.05.2018 | 09:00 - 12:15 | H4 |
29.05.2018 | 09:00 - 12:15 | H4 |
Exams
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (SS 18, bewertet)
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (Retake) (WS 18/19, bewertet)