Veranstaltungsdetails

Description of module
This module offers a comprehensive overview of central aspects of asset management (i.e., the management of investment portfolios), taking the aspects of inherent risks and returns into account. A brief introduction is first provided to modern asset pricing before factor investing is covered in great depth, with a focus on the investment strategies of size, value, momentum, and low volatility. This is followed by an introduction to the core concepts of strategic and tactical portfolio management as well as return forecasting. The focus then shifts to evaluating the success of active investment strategies using performance measurement and attribution. Alternative asset classes (especially hedge funds and private equity) are another key component of the lecture. The module then concludes with an analysis of incentive and remuneration structures in institutional asset management.

Registration
For this course, you need to register via the "Studieninfonetz" (STiNE) of the University of Hamburg. You need to adhere to the registration deadlines. It is your responsibility to check whether this course is eligible for your studies. Should you have questions regarding registration, please contact your Studienbüro.

Course material
All course materials are uploaded to STiNE. The files might be protected with a password. In this case, the password is announced in the first session of the course.

STiNE messages
Make sure to regularly check your STiNE inbox. Important information regarding this course might be provided via STiNE messages. You will also find this information in the "News" section on this page.

Questions?
All courses of the major FBI are usually administered by a research assistant. Please contact the assistant if you have any questions related to the course contents. Should the course not be administered by a research assistant, you can contact the instructor via e-mail.