Investment and Risk Management WS 2019

General Remarks

Relevant information and downloads will be made available 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.


You will find all relevant information on our Moodle site.

First lecture: Tuesday, 15.10., 10.15-11.45 in H14

Dates and Room

Tuesdays, 10.15 - 11.45, H14
Wednesdays, 14.15 - 15.45, H12


The exam is of closed form, which means you 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.

Module description