Dr. Thomas Schön
|Recommended for:|| |
M.Sc., 1st year
|Course type and number of hours:||2 hours lecture|
|ECTS credits:||6 ECTS|
|Type of exam:||Seminar paper and presentation|
|Time and place:|| |
The lecture will take place in room E07 (WiWi Seminar Mohlstraße 36).
|Registration:||You can register until Sunday, October 29, 2023 (EOB). The details for the registration will be communicated in the first two lectures. Lecture slides will be available after the lectures in ILIAS.|
Students develop an in-depth knowledge of fundamental asset management concepts. They learn to approach academic essays in this field successfully and to contextualize them in modern financial markets.
This module enables students to extend their knowledge in selected areas of advanced finance by choosing appropriate courses. These courses deal with various aspects of portfolio management, asset pricing and risk management.
- Markowitz, Harry, ‘Portfolio Selection’, The Journal of Finance, Vol. 7, 1952, pp. 77 - 91
- Lintner, John, ‘Security prices, risk and maximal gains from diversification’, The Journal of Finance, Vol. 20, 1965, pp. 587 - 615
- Fama, Eugene F. and French, Kenneth R., ‘The Cross-Section of Expected Stock Returns’, The Journal of Finance, Vol. 47, 1992, pp. 427 - 465
- Sharpe, William F., ‘Mutual Fund Performance’, The Journal of Business, Vol. 39, 1966, pp. 119 - 138
- Jensen, Michael C., ‘The Performance of Mutual Funds in the Period 1945 – 1964’, The Journal of Finance, Vol. 23, 1967, pp. 389 - 416