Report on Simulation Exercise

Modern Portfolio Management

|Basic Information |

|Type of Course |Vorlesung |Course Code |MPMA |

|Term |WS 2009/10 |Hours per week in term |2.0 |

|Expected no. of |36 |Max. participants | |

|participants | | | |

|Language |englisch |Hyperlink | |

|Credits |3 |Assignment | |

|Responsible Instructors |

|Responsible Instructors |Responsibilities |

|Stephan, Thomas, Dr. |verantwortlich |

|Rogalla, Ralph, Dr. |begleitend |

|Assign to Departments |

|Department |Professur für BWL, insb. Investment, Portfolio Management und Alterssicherung |

|Contents |

|Remarks |Die Vorlesung beginnt erst am 30.10.2009! |

|Contents |This course aims at equipping students with the most relevant fundamental methods of modern Quantitative|

| |Portfolio Management. While thoroughly introducing the theoretical concepts, the particular...