Semester:SS 20
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. Lars Kaiser
(Modulleitung)
- Dr. Lars Kaiser
(Interner Dozent)
- Mag. Manuel Dünser, M.A.
(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)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 |
| 18.02.2020 | 09:00 - 10:30 | H4 |
| 21.02.2020 | 09:00 - 10:30 | H4 |
| 03.03.2020 | 09:00 - 12:15 | H4 |
| 10.03.2020 | 09:00 - 12:15 | H4 |
| 17.03.2020 | 09:00 - 12:15 | H4 |
| 24.03.2020 | 09:00 - 12:15 | H4 |
| 07.04.2020 | 09:00 - 12:15 | H4 |
| 21.04.2020 | 09:00 - 12:15 | H4 |
| 28.04.2020 | 09:00 - 12:15 | H4 |
Exams
- PWW-MA_Empirical Asset Pricing and Portfolio Theory (SS 20, bewertet)
- PWW-MA_Empirical Asset Pricing and Portfolio Theory LE (Retake) (WS 20/21, bewertet)