Veranstaltungen
VorlesungPortfolio Management | |||
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Name im Diploma Supplement | Portfolio Management | ||
Anbieter | Juniorprofessur für Umweltökonomik, insb. Ökonomik erneuerbarer Energien (https://www.uee.wiwi.uni-due.de/) | ||
Lehrperson | Prof. Dr. Florian Ziel | ||
SWS | 2 | Sprache | englisch |
Turnus | unregelmäßig | maximale Hörerschaft | unbeschränkt |
empfohlenes Vorwissenmatrix algebra and multivariate statistics (esp. multivariate normal distribution) AbstractThe students study the general Markowitz portfolio theory on optimal portfolio selection with and without risk-free asset. They study problems in the application concerning estimation risk, like the Jobson-Korkie experiment and possible solutions. The theory is applied to problem in financial and commodity markets. Lehrinhalte
Literaturangaben
didaktisches KonzeptThe students study portfolio management theory in the lecture. They discuss and apply the theory in tutorials. Hörerschaft
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WIWI‑C1127 - Vorlesung: Portfolio Management |