Asset Management
Semester: AS 23
Time: Thursday 13:15 - 16:00
Room: PER21 C130
ECTS: 4.5
Teaching language: English
Moodle Course directory
Content
- Modern investment theory
- Asset management
- Asset pricing theory und performance measurement
- Portfolio hedging
- Interest rates und bond management
- Hedge fund strategies
Recommended Literature
- Ang: Asset Management
- Bodie/Kane/Marcus: Investments
- Elton/Gruber/Brown/Goetzmann: Modern Portfolio Theory and Investement Analysis
- Haugen: Modern Investment Theory
- Campbell/Lo/MacKinlay: The Econometrics of Financial Markets