Sommersemester 26
Lehrveranstaltungen im SS 26
Tutorial
Portfolio Management (Tutorial)
- Lecturer:
M.Sc. Monika Zimmermann - Contact:
Prof. Dr. Florian Ziel - M.Sc. Monika Zimmermann
- Term:
- Summer Semester 2026
- Cycle:
- wöchentlich
- Time:
- Thu 14:00-16:00
- Room:
- T03 R02 D23
- Start:
- 16th Apr 2026
- End:
- 29th Jul 2027
- Language:
- English
- Moodle:
- Veranstaltung in Moodle
- LSF:
- Veranstaltung im LSF
- Participants
- Module Econometrics of Electricity Markets in the degree programs
Description:
Portfolio theory seeks to find an answer to the question of how portfolios of assets should be optimally structured. The students study the general Markowitz portfolio theory on optimal portfolio selection with and without risk-free asset. They study problems in the application concerning estimation risk, like the Jobson-Korkie experiment.
For participating, please enrol in moodle.