Investment and Risk Management WS 2023
General Remarks
The course will be offered in the classroom. More information will be provided on Moodle.
Course Contents
| 1. Introduction |
| 2. Portfolio construction |
| 3. Elements of active management |
| 4. Selected topics in investment management |
| 5. Risk measurement beyond mean-variance |
| 6. Performance measurement and performance factors |
| 7. Trends and issues |
Literature
Will be stated in the course material.
News
First lecture on Tuesday, October 17, at 16:15 in H14
Dates
Tuesdays, 16:15-17:45 in H14
Thursdays, 12:15-13:45 in H16
Module description
This lecture is open for
- Wiwi (BSc,MSc)
- WiMa (BSc, MSc)
- Finance (MSc)
and others according to study plan.