| Kommentar |
The students will become equipped with tools allowing them to understand the functioning of financial markets, and to detect value-creating investment opportunities. The stress will be on theoretical models as necessary ingredients of the informed investment decision process, both in static and dynamic setups. At the same time, the course will feature exercise sessions in which the students will learn the basics of practical portfolio management, and work with real data. In the process, they will acquire some programming skills (Python).
Prerequisites: Grundlagen der Finanzwirtschaft 1
The course is offered for the last time. |
| Literatur |
Pedersen, Lasse Heje: "Efficiently Inefficient", Verlag: Princeton University Press (2015)
Ang, Andrew: "Asset Management: A Systematic Approach to Factor Investing", Verlag: Oxford University Press (2014)
Bodie, Zvi; Kane, Alex; Marcus, Alan J.: "Investments", 10th ed., Verlag: McGraw-Hill (2014) |
