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


Will be stated in the course material.


First lecture on Tuesday, October 17, at 16:15 in H14


Prof. Dr. Gunter Löffler




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.