Asset Management
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Teaching
Details
Faculty Faculty of Management, Economics and Social Sciences Domain Business Administration Code UE-EGE.00267 Languages English Type of lesson Lecture
Level Master Semester SA-2021 Schedules and rooms
Summary schedule Thursday 13:15 - 16:00, Hebdomadaire (Autumn semester)
Hours per week 3 Teaching
Teachers - Wallmeier Martin
Assistants - Chardonnens Patrick
Description The course topics include but are not limited to: modern investment theory; asset pricing and performance measurement; asset management strategies; portfolio insurance; bond portfolio management; hedge fund strategies; sustainable investing.
Training objectives Students are able to apply and critically assess the main concepts and models of modern portfolio theory and investments. They are able to use these concepts to analyze financial instruments, financial innovations and investing strategies.
Softskills No Off field No BeNeFri Yes Mobility Yes UniPop No Documents
Bibliography 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;further literature will be given in class. -
Dates and rooms
Date Hour Type of lesson Place 23.09.2021 13:15 - 16:00 Cours PER 21, Room F205 30.09.2021 13:15 - 16:00 Cours PER 21, Room A230 07.10.2021 13:15 - 16:00 Cours PER 21, Room F130 14.10.2021 13:15 - 16:00 Cours PER 21, Room C130 21.10.2021 13:15 - 16:00 Cours PER 21, Room C130 28.10.2021 13:15 - 16:00 Cours PER 21, Room A230 04.11.2021 13:15 - 16:00 Cours PER 21, Room F130 11.11.2021 13:15 - 16:00 Cours PER 21, Room C130 18.11.2021 13:15 - 16:00 Cours PER 21, Room F130 25.11.2021 13:15 - 16:00 Cours PER 21, Room C130 02.12.2021 13:15 - 16:00 Cours PER 21, Room C130 09.12.2021 13:15 - 16:00 Cours PER 21, Room C130 16.12.2021 13:15 - 16:00 Cours PER 21, Room C130 23.12.2021 13:15 - 16:00 Cours PER 21, Room C130 -
Assessments methods
Written exam - SP-2022, Session de rattrapage 2022
Date 22.08.2022 11:00 - 12:30 Assessments methods By rating Descriptions of Exams Exam duration: 90 minutes
Only as a retake exam
Written exam - SA-2022, Session d'hiver 2023
Date 16.01.2023 08:30 - 10:00 Assessments methods By rating Descriptions of Exams Exam duration: 90 minutes
Only as a retake exam
Evaluation continue et examen écrit - SA-2021, Session d'hiver 2022
Date 19.01.2022 14:00 - 15:00 Assessments methods By rating Descriptions of Exams Exam duration: 90 min.
The grade will be based on two elements: 1. a group work (1/3) 2. the final exam of 90 minutes (2/3). The first element will only be considered if the grade is higher than the grade of the final exam. The final written exam of 90 min. is mandatory.
Course with continuous evaluation: after the registration period, you can no longer cancel your registration (see session calendar on the Faculty's website).
UPDATE 21.12.2021: Prüfungsdauer 60 Minuten für die online-Prüfung
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Assignment
Valid for the following curricula: BeNeFri - Sciences économiques et sociales
Version: 2018/SP_V01_SES_BeNeFri
Course > Master course offering for BeNeFri Students
Complementary learnings in SES or mobility students
Version: ens_compl_ses
Mster course offering for Mobility Students
Doc - Business Informatics
Version: 20210713
Elective courses > Wahlkurse UNIFR
Doc - Economics
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Economie quantitative
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Management
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Management in Nonprofit-Organisation
Version: 2002/SA_V01_60ECTS Théoriques
Elective courses > Wahlkurse UNIFR
Doc - Sciences sociales
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Doc - Sciences économiques et sociales
Version: 2002/SA_V01
Cours a choix > Wahlkurse UNIFR
Ma - Accounting and Finance - 90 ECTS
Version: 2021/SA_V01
Course - 72 ECTS > Minimum 0 / maximum 1 optional master course offered at the University of Fribourg, if 72 ECTS not yet reached in the above modules > SES Master level coursesCourse - 72 ECTS > Finance module: at least 3 of the core courses (see department website: https://www.unifr.ch/bwl/en/studies/master/master-in-accounting-and-finance.html) must be validated. > FIN: Finance
Ma - Business Communication : Business Informatics - 90 ECTS
Version: 2020/SA_V02
Courses - 60 ECTS > Option Group > Information Management > Cours > Modules management > FIN: Finance
Ma - Business Informatics - 90 ECTS
Version: 2020/SA-v01
Classes - min. 45 ECTS > Modules management - max. 15 ECTS > FIN: Finance
Ma - Communication and Media Research - 90 ECTS
Version: 2015/SA_V01
Courses - 60 ECTS > Inter- and Transdisciplinary Perspectives > SES Master level courses
Ma - Communication and Society - 90 ECTS
Version: 2021/SA_V03
Forschungsbereiche > Inter- & Transdisciplinary Perspectives
Ma - Economics - 90 ECTS
Version: 2021/SA_V04
Le choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Business Economics > Elective courses in Business Economics > Wahlkurse der SES-Fakultät - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Quantitative Economics > Elective courses in Quantitative Economics > Courses from the SES faculty - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Public Economics and Policy > Elective courses in Public Economics and Policy > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level coursesLe choix de l'option se fait par l'inscription au premier cours dans l'une des options possibles. > Sustainable Development and Social Responsibility > Elective courses in Sustainable Development and Social Responsibility > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level coursesCourse selection for the Master WITHOUT options > Elective courses > Elective courses of the SES Faculty - max. 15 ECTS > SES Master level courses
Ma - European Business - 90 ECTS
Version: 2017/SA_v01
Courses - 63 ECTS > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level coursesCourses - 63 ECTS > Modules - Min one extra module with 12 ECTS > One complete module taken from the following list > FIN: Finance
Ma - Information Management - 90 ECTS
Version: 2019/SA_V01
Classes - min. 45 ECTS > Modules management - max. 15 ECTS > FIN: Finance
Ma - International and European Business - 90 ECTS
Version: 2021/SA_V01
Courses > Modules > One complete module taken from the following list > Groupe d'élément de validation du Module FIN > FIN: FinanceCourses > Additional courses: Any Master courses of the Faculty of Economics and Social Sciences, as well as maximum 9 ECTS from all Master programmes of the University. > SES Master level courses
Ma - Management - 90 ECTS
Version: 2021/SA_V01
Courses: min. 72 ECTS > Elective Courses : max. 18 ECTS > SES Master level coursesCourses: min. 72 ECTS > Modules - min 54 ECTS > Groupe d'élément de validation du Module FIN > FIN: Finance
Ma - Management - 90 ECTS [MA]
Version: 2017/SA_v01
Courses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level coursesCourses: min. 63 ECTS > 3 modules with min 12 ECTS each > FIN: Finance
Ma - Marketing - 90 ECTS
Version: 2021/SA_V02
Courses > Elective Master courses from the whole university > SES Master level courses
Ma - Public Economics and Public Finance - 90 ECTS
Version: 2015/SA_V01_MA_VWL_DD
Cours > Up to 45 ECTS credits must fulfill the conditions required for the specialisation, including the modules 1, 2 and 6 with a min. of 12 ECTS in each. > Additional courses in Economics in order to fulfil the Double Diploma requirements > FIN: Finance
MiMa - Business Informatics - 30 ECTS
Version: 2020/SA_V01
Cours > Modules management > FIN: Finance
MiMa - Gestion d'entreprise - 30 ECTS
Version: 2021/SA_V01
Elective courses - 30 ECTS > FIN: Finance