Investment and Risk Management WS 2020

General Remarks

The course will be offered online  through videos and live sessions.  More information and downloads are 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, which will be available by the end of October.



Dates for live sessions have not been fixed yet.


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.