Asset Management

Semester: AS 21
Time: Thursday 13:15 - 16:00
Room:
 PER21 F205
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  

 

Lecturer

Prof. Dr. Martin Walmeier

 

Assistent

Patrick Chardonnens