Investment and Risk Management WS 2025

Because of my duties as dean of the faculty, I would normally offer only one lecture this winter term (Asset Pricing). However, I decided to also offer the opportunity to take the exam in Investment and Risk Management. To help you prepare for the exam, there will be (i) lecture videos, (ii) problem sets with solutions (iii) question banks. SInce I would also like to meet the participants of this course and to foster interaction, there will be a few sessions, during which (i) I may say a few general things and be available for questions (ii) possibly, a guest speaker will talk about a topic related to the lecture (iii) students will give short presentations through which you can earn bonus marks for the exam.

Further information and downloads will be made available 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 announced on Moodle