Investment and Risk Management WS 2021

General Remarks

At least in the first three weeks, the course will be offered through classroom sessions on campus as well as through videos.  We plan to record the classroom sessions and make the recordings available on Moodle. Based on the experience of the first weeks, we may change the format later.

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


Will be stated in the course material.


First lecture in the classroom: Thursday, October 21, at 12.15pm in H14.

First video upload: by Tuesday, October 19.



The following slots have been reserved for this course: Tuesdays, 8.15 - 9.45am in H14, and Thursdays, 12.15 - 1.45pm in H14. At least in the first three weeks, however, classroom sessions will only take place on Thursdays. Material for the Tuesday session will be provided through videos.


The exam is of open form, which means that you do not have to take the first exam to be allowed to register for the retake.

Module description

This lecture is open for

  • Wiwi (BSc,MSc)
  • WiMa (BSc, MSc)
  • Finance (MSc)

and others according to study plan.