Prof. Ulrich Hommel, Ph.D.
This course covers topics related to portfolio management, but also includes coverage of foundational topics related to capital markets and investment theory. Students learn how to apply models of modern finance used in asset pricing and asset allocation. These include asset allocation decisions using modern portfolio theory, asset pricing and return projections using factor models, evaluating asset management performance by measures that link return to performance benchmarks and risk measures. Students get further introduced to basic portfolio management strategies that distinguish between active and passive investors and provide coverage of basic approaches such as buy-and-hold, optimal risk, long-short, smart beta, etc.
Courses within this programme module:
- Portfoliomanagement - Prof. Ulrich Hommel, Ph.D.