Lecture

Portfolio Management

Dozent:
  • Prof. Dr. Florian Ziel
Ansprechpartner:
Semester:
Sommersemester 2018
Termin:
Di 12:15-13:45
Raum:
WST-A.12.04
Beginn:
10.04.2018
Ende:
17.07.2018
Sprache:
englisch
Hörerschaft:

Beschreibung:

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=12647