Asset Management

  • 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

    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

    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

  • 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 - 120 ECTS
    Version: 2024/SP_V01_DD_Caen
    UniFr courses > Finance module: at least 2 of the core courses (see "Annexe 1" of the Convention) must be validated. > FIN: Finance > Coure courses
    UniFr courses > Elective courses - Max 18 ECTS > SES Master level courses

    Ma - Accounting and Finance - 90 ECTS
    Version: 2021/SA_V01 Dès SA-2024
    Course - 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 > Coure courses
    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 courses

    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 courses
    Le 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 courses
    Le 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 courses
    Le 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 courses
    Course 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 courses
    Courses - 63 ECTS > Modules - Min one extra module with 12 ECTS > One complete module taken from the following list > FIN: Finance

    Ma - International and European Business - 90 ECTS
    Version: 2021/SA_v01 dès SA-2024
    Courses > Modules > One complete module taken from the following list > FIN Module validation element group > FIN: Finance > Coure courses
    Courses > Modules > Elective courses of the management modules > Elective courses of the management modules > Elective courses for the Master in management
    Courses > Additional courses > SES Master level courses

    Ma - Management - 90 ECTS
    Version: 2021/SA_v03 dès SA-2024
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Minimum of 3 modules with a minimum of 18 ECTS and 2 core courses > Module FIN validation element group > FIN: Finance > Coure courses
    Courses: min. 72 ECTS > Modules - min 54 ECTS > Elective courses taken outside a validating module > Elective courses in the management modules > Elective courses for the Master in management
    Courses: min. 72 ECTS > Elective courses > SES Master level courses

    Ma - Management - 90 ECTS [MA]
    Version: 2017/SA_v01
    Courses: min. 63 ECTS > Cours facultatifs : max. 18 ECTS > SES Master level courses
    Courses: min. 63 ECTS > 3 modules with min 12 ECTS each > FIN: Finance

    Ma - Marketing - 90 ECTS
    Version: 2021/V03 dès SA-2024
    Courses - 72 ECTS > Elective Master courses from the whole university > SES Master level courses

    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