Lecture

Portfolio Management

Lecturer:
  • Prof. Dr. Florian Ziel
Contact:
Term:
Summer Semester 2020
Time:
Mo 08:00-10:00
Room:
R11 T03 C35
Language:
English
Moodle:
Lecture in Moodle
Participants:

Description:

Portfolio theory seeks to find an answer to the question of how portfolios of assets should be optimally structured. The 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.

For participating, please enrol at: 

https://moodle.uni-due.de/course/view.php?id=36157