Securities management

Securities management


Type of course


Lecture, Diplom (compulsory elective) / Master (AFT Supplement: Banks 2/2)


Course overview

The subject of the course is the theory of securities management. Based on the basic models of "modern" portfolio and capital market theory, we will primarily deal with the following questions:

  • According to which criteria should rational players on the capital market make their investment decisions under uncertainty?
  • What determines the price of financial instruments traded on the capital market?
  • What effects do different risk preferences and investment horizons have on investment decisions?

After an introduction to the process of asset allocation, the course will focus on discussing various methods of securities analysis and management. The focus will be on the valuation and management of equity portfolios. The course will conclude with considerations on selected aspects of performance measurement and performance attribution.

In addition to a basic interest in formal (i.e. mathematical) problem descriptions, solid statistical or econometric knowledge is required for successful participation in the course.

Download


Lecture materials will be made available for download in Stud.IP and are protected by a password, which will be announced during the course. Please understand that we will not answer telephone or email enquiries about the password.


Recommended reading


Fundamental: Elton/Gruber/Brown/Goetzmann: Modern Portfolio Theory and Investment Analysis, 6th ed., Wiley 2003
(Changed: 24 Jun 2026)  |  Kurz-URL:Shortlink: https://uol.de/p20235en
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