Wirtschaftswissenschaftliche Fakultät

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Vorlesung Asset and Risk Management: Lessons from the Financial Crisis


Dozent(in): Prof. Dr. Martin Schulz
Termin: Siehe unten
Gebäude/Raum:
Ansprechpartner: Janik Syryca

Course Outline

This class delivers insights to conclusions of the financial crisis in the risk management area. First, there will be an analysis of the impact of the financial crisis on the risk management environment. Second, students will gain knowledge about simulation-based portfolio optimization in order to take measures for the extreme event. Third, students will deepen their understanding of risk-based asset management by dealing with risk parity approach, equal contribution to risk approach and maximum diversification approach. Furthermore, Students will gain insights in practical consequences of the financial crisis by studying the Black Swan protection case.

To provide students with information about possible schedule changes, please register for the class under the following link.

Students, who have already attended the “Asset Management” class of 2012, can only receive credit points for the “Asset and Risk Management: Lessons from the Financial Crisis” class in the winter term. 

Dates

  • Saturday, 29.10.2016: 13:00 to 16:00 h
  • Saturday, 12.11.2016: 09:00 to 16:00 h 

  • Saturday, 03.12.2016: 09:00 to 16:00 h

  • Saturday, 17.12.2016: 09:00 to 12:00 h respectively 13:00 t16:00 h

  • Saturday, 14.01.2016: 09:00 to 12:00 h respectively 13:00 to 16:00 h


weitere Informationen zu der Lehrveranstaltung:

empfohlenes Studiensemester der Lehrveranstaltung: ab dem 1. Semester
Fachrichtung Lehrveranstaltung: Master
Dauer der Lehrveranstaltung: 2 SWS
Typ der Lehrveranstaltung: V - Vorlesung
Prüfung: Klausur
Turnus des Prüfungsangebots: Jährlich
Dauer der Prüfung: 60 Minuten
Lehrveranstaltungspflicht: Wahl
Semester: jedes WS