Course Details
Country:
Germany
Institution:
Frankfurt School of Finance & Management
Course Title:
Asset Management
Course Number:
FIN60603
Course Description:
Asset management will be discussed from the perspective of capital markets and investors. An asset manager has to combine the goals of an investor and the risk and return properties of capital markets. Students will learn how to optimally combine those three elements – capital market conditions, investor’s goals and the resulting optimal portfolios. Theoretical models and empirical observations help to understand how to trade of capital market conditions and investors goals. During the module students will develop an investment strategy using empirical knowledge of capital market anomalies. At the end of the term students will present the performance of an investment strategy and write a term paper. Main topics: • • • • • • • • Introduction to theoretical models and empirical observations of capital markets Estimation approaches of return characteristics (expected return and risk characteristics) Models to optimally trade of risk and return based on investor goals
Language:
English
Approved Equivalent:
FNAN 411
Attachment Files:
Asset Management.pdf
