Investment and Risk Management WS 2022

General Remarks

The course will be offered in the classroom. More information will be provided on Moodle.

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: Tuesday, October 18, 4.15-5.45 pm in H14

Tuesdays, 4.15-5.45 pm in H14, Thursdays 12.15-1.45 pm in H16

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.

This lecture is open for

and others according to study plan.