Topics:
- Asset Classes
- Quantitative Portfolio Optimization
- Benefits from Diversification
- Problems and Pitfalls of traditional Portfolio Optimization
- Modern Asset Management
The exam takes place before the actual exam phase on 08.07.2019, Room 2105, 08:15h.
This class aims to deliver a short introduction to asset management, which includes getting in touch with traditional asset class products as fixed income products and stocks, but also with modern products, for instance commodities and hedge funds. Main target of this class will be to provide the student with fundamental knowledge of portfolio optimization. This will be done in theory, students will be able to apply the quantitative methods in case studies and exercises. Finally, students will have the chance to learn about modern portfolio optimization.
Organisation: René Weh
Dozent: Prof. Dr. Martin Schulz