Wirtschaftswissenschaftliche Fakultät


Course Details

Prof. Wilkens

Asset and Risk Management: Lessons from the Financial Crisis

Lecturer: Dr. Martin Schulz
Type: Lecture
Exam: Written exam
Term: Summer
Level: Master
Limitation: An application to attend is necessary.

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.

For further information or application procedure please check the module manual and the website of the chair.