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| Lecturer: |
Prof. Dr. Rudi Zagst
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| Tutor: |
Katrin Schöttle
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| Content: |
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Asset Classes |
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Mean Variance Analysis |
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Indexmodelle |
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Portfolio Selection |
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Capital Asset Pricing Model (CAPM) |
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Asset Pricing Risk Measures |
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| Literature: |
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E.J. Elton and M.J. Gruber: Modern Portfolio Theory and Investment Analysis; John Wiley & Sons, 1991 (accompanying) |
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J.E. Ingersoll: Theory of Financial Decisions Making; Rowman & Littlefield, 1987 (accompanying) |
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H. Uhlir and P. Steiner: Wertpapieranalyse; Physica-Verlag, 1991 (accompanying) |
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| Continuation: |
Discrete Time Finance
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| Certificate: |
written examination
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| Lecture notes: |
slides available
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| Hours per week: |
2 (lecture) + 2 (exercises)
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| Time: |
Wednesday, 10:15 - 11:45
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| Room: |
MW 1701
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| Exercises: |
Thursday, 10:15 - 11:45, MI 03.10.011
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| Exam: |
Thursday, 27.07.2006, 10:00 - 12:00, MI HS 3
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Materials for Course and Exercises
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