[w18/19] Financial Econometrics: Portfolio Analysis (Mittnik)

Lecture (Prof. Stefan Mittnik, Ph.D.)

Tuesday, 4 p.m. -  6 p.m., (Start: October 16, 2018),  Geschw.-Scholl-Pl. 1 (A) - A 015

Tutorial (Christoph Berninger)

Thursday, 6 p.m. -  8 p.m.,  (Start: October 18, 2018), Geschw.-Scholl-Pl. 1 (A) - A 015

Topics:

1. Some Basics
2. Portfolio Selection
3. Index Models
   
4. Capital Asset Pricing Models
5. Portfolio Selection Based on Down-Side Risk