Type:Exercise
Scheduled in semester:3
Semester Hours per Week / Contact Hours:26.0 L / 19.5 h
Self-directed study time:160.5 h
Module coordination/Lecturers
- Prof. Dr. Michael Hanke
(Modulleitung)
- Dr. Alex Weissensteiner
(Externer Dozent)
- Prof. Dr. Michael Hanke
(Interner Dozent)
Curricula
Master's degree programme in Finance (01.09.2015)Description
Investment Strategies by Asset Class: Equity, Fixed Income, Derivatives Strategies
Investment Strategies for Different Economic Environments
Asset Management Practice
Lecture Goals
After completion of this class, students know about practical aspects of asset management, in particular various investment strategies. These strategies can be categorized by asset class and/or particular (macro-)economic environments for which they are particularly suitable.
Learning Outcomes
Understand exactly how investors try to achieve profits using different asset classes
Know the state of the art regarding risk/profit drivers in financial markets
Devise, justify, implement, and test investment strategies for different economic environments (inflationary/deflationary, expansion/recession,...)
Qualifications
Lectures Method
Paper-based preparation of topics, strategy implementation and testing, presentation and discussion
Admission Requirements
It is recommended to have successfully completed the module Financial Economics and Markets before enrolling in the module Investment Strategies and Asset Management.
Literature
t.b.a. (textbooks and recent papers)
Exam Modalities
Grading will be based on the presentation (70%) and participation in class discussion (30%).
Assessment
Particularly important for your final grade are the quality and depth of your arguments (have you really thought about your strategy from many different angles?) as well as your involvement in challenging your fellow students.
Dates
Datum | Zeit | Raum |
15.09.2020 | 13:15 - 14:45 | H4 |
16.10.2020 | 09:00 - 12:15 | H4 |
16.10.2020 | 13:15 - 16:30 | H4 |
11.12.2020 | 09:00 - 12:15 | Virtueller Raum |
11.12.2020 | 13:15 - 16:30 | Virtueller Raum |