General information
| Course name | Exercises: Investment Funds (Master) |
| Semester | SS 2023 |
| Current number of participants | 33 |
| Home institute | Prof. Dr. Marco Wilkens - Finanz- und Bankwirtschaft |
| Courses type | Exercises in category Teaching |
| Pre-requisites |
Please consider the following application requirements: - successful participation or similutaneous visit of "Kapitalmarktorientierte Unternehmenssteuerung" - successful participation of "Empirische Kapitalmarktforschung" - basic knowledge of English |
| Learning organisation | You can find the course outline in the download section in digicampus. |
| Veranstaltung findet in Präsenz statt / hat Präsenz-Bestandteile | Yes |
| Veranstaltung findet online statt / hat Remote-Bestandteile | Yes |
| Hauptunterrichtssprache | englisch |
| Literaturhinweise |
Grinblatt, M. and Titman, S. (1993) Performance Measurement without Benchmarks: An Examination of Mutual Fund Returns. Journal of Business 66, 47-68. Pollet, J. M. and Wilson, M. (2008) How Does Size Affect Mutual Fund Behavior? Journal of Finance 58, 2941-2969. Rohleder, M., Scholz, H., and Wilkens, M. (2012) Bond Fund Disappearance: What's return got to do with it? Unpublished Working Paper (under review). Rohleder, M., Scholz, H., and Wilkens, M. (2011) Survivorship Bias and Mutual Fund Performance: Relevance, Significance, and Methdodical Differences. Review of Finance 15, 441-474. |
| Miscellanea |
Topics: - Performance Measurment - Asset Allocation - Management Compensation - Behavioral Biases - Basic Methods in Empirical Finance |
