Course Schedule

Start > Masterprogramm Management & Entrepreneurship [ab WS 2011/12] (M.A./M.Sc.) -> Major Management & Financial Institutions -> Asset Management

Lehrveranstaltungen

Asset Management (Seminar)

Dozent/in: Andrea Schertler

Termin:
 wöchentlich | Mittwoch | 08:15 - 11:45 | 04.12.2013 - 31.01.2014 | C 6.320 Seminarraum | December - January
Einzeltermin | Mi, 19.02.2014, 10:15 - Mi, 19.02.2014, 11:15 | C 3.121 Seminarraum | Klausur
Einzeltermin | Mi, 26.03.2014, 10:15 - Mi, 26.03.2014, 11:15 | C 6.320 Seminarraum | Wiederholungsklausur

Inhalt: People have to decide on how much to consume today and how much to postpone to the future. Given that they want to postpone some of their today’s income to the future, they have to decide on how to build their portfolios. The course starts with portfolio analysis and outlines how the efficient portfolio frontier is determined. Then, some alternatives, which simplify this complex frontier creation, are introduced. After students are familiar with portfolio creation, two equilibrium capital market models, namely the Capital Asset Pricing Model and the Arbitrage Pricing Theory, are discussed. The course also puts emphasis on security analysis by discussing efficient capital markets and recent irrational explanations that help understand outcomes in capital markets. The course concludes with an evaluation of the portfolio performance.