Institut für Finanzwirtschaft
- 1:
Mitarbeiter. - 2: Lehre.
- 2.1:
Sommersemester 2013. - 2.2: Wintersemester 2012.
- 2.2.1:
Risk Management Roundup. - 2.2.2: Issues in Emerging Market Finance.
- 2.2.3: Asset Pricing.
- 2.2.4: Seminar Finanzwirtschaft.
- 2.2.5: Investment and Risk Management.
- 2.2.6: International Financial Markets.
- 2.2.7: Seminar Credit Risk.
- 2.2.8: Seminar Current Topics in Commodity Markets.
- 2.2.1:
- 2.3: Sommersemester 2012.
- 2.4: Abschlussarbeiten.
- 2.5: Veranstaltungsplanung Finanzwirtschaft.
- 2.6: Schwerpunktfach (Bachelor) Finanz- und Versicherungswirtschaft.
- 2.7: Schwerpunktfach (Master) Finanzwirtschaft.
- 2.8: Studien-Schwerpunkt Risikomanagement.
- 2.9: e-learning.
- 2.10: Software & Links.
- 2.1:
- 3: Forschung.
- 4: Winter Workshop: Finance, Risk and Banking.
- 5: Kontakt.
- 6: Fakultät.
Investment and Risk Management WS 2012
General Remarks
Downloads are password protected. The username is „student“. You can use your ANA (Authentifizierter Netzzugangs-Account) from kiz and the webVPN to bypass the protection.
Downloads
| Lecture | Exercises |
|---|---|
Do not print! Course material will be distributed in class. | |
| Exam | Others |
 Sample Exam | |
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 |
Time Table
| Date | Event | Remark |
| Tue. 16.10.2012 | lecture | distribution of course material |
| Thu. 18.10.2012 | lecture | |
| Tue. 23.10.2012 | lecture | |
| Thu. 25.10.2012 | exercise | discussion of problem set 1 |
| Tue. 30.10.2012 | lecture | |
| Tue. 06.11.2012 | lecture | |
| Thu. 08.11.2012 | exercise | discussion of problem set 2 |
| Tue. 13.11.2012 | lecture | |
| Thu. 15.11.2012 | lecture | |
| Tue. 20.11.2012 | lecture | |
| Thu. 22.11.2012 | exercise | discussion of problem set 3 |
| Tue. 27.11.2012 | lecture | |
| Thu. 29.11.2012 | lecture | |
| Tue. 04.12.2012 | exercise | discussion of problem set 4 |
| Thu. 06.12.2012 | lecture | |
| Tue. 11.12.2012 | lecture | |
| Thu. 13.12.2012 | lecture | |
| Tue. 18.12.2012 | exercise | discussion of problem set 5 |
| Thu. 20.12.2012 | lecture | |
| Tue. 08.01.2013 | lecture | |
| Thu. 10.01.2013 | lecture | |
| Tue. 15.01.2013 | lecture | |
| Thu. 17.01.2013 | exercise | discussion of problem set 6 |
| Tue. 22.01.1013 | lecture | |
| Thu. 24.01.2013 | lecture | |
| Tue. 29.01.1013 | lecture | |
| Thu. 31.01.2013 | exercise | discussion of problem set 7 |
| Tue. 05.02.2013 | lecture | |
| Thu. 07.02.2013 | lecture | |
| Tue. 12.02.2013 | lecture | |
| Thu. 14.02.2013 | exercise | discusssion of sample exam + other questions |
Literature
- Scherer, B., 2002, Portfolio Construction and Risk Budgeting. Risk books. Optimization: pp. 1-3 and pp. 164-167, Shortfall measures: pp. 58-61.
- Alpha-Refinement: In particular insight 4 from Kahn, R., 1999, Seven quantitative insights into active management, Barra Research Insights.
- Value at Risk: Deutsche Bundesbank, 1998, Banks‘ internal risk management models and their prudential recognition. Monthly report October, 65-80.
- Management: Bogle, J.C., 2005, The mutual fund industry 60 years later: For better or worse? Financial Analysts Journal, January, 15-24.
- Interview with Peter Lynch.
News
The exam review is on 25.04.2013 from 10:00 - 11:00 in Heho18/1.00.
Prof. Dr. Gunter LöfflerDates and Room
Tuesdays, 14:00 - 16:00, H12
Thursdays, 10:00 - 12:00, H12
Exam
The exam retake is on 10.04.2013 from 14:00 - 16:00 in H12.
The exam will take place on 21.02.2013 from 14:00 - 16:00 in H14, H15.
Module description
This lecture is open for
- Wiwi (BSc,MSc, Dipl)
- WiMa (BSc, MSc, Dipl)
- Finance (MSc)
and others according to study plan.