Investment Risk Management (FIM)

What it is about

You will learn specific aspects of hedge funds, their strategies and their risk profiles. In addition, you will acquire quantitative methods for analysis of fund returns (e.g. correlation, VaR) and you can apply these methods to real market data to assess the risks of hedge fund strategies.

What you will be able to do

• Distinction between traditional and alternative investments
• Characterization of hedge funds and their strategies
• Application of quantitative analysis methods to hedge fund data
• Assessment of the risk of hedge fund strategies
• Construction of an optimized hedge fund investment in a case study

What the module consists of

• VorlesungIntroduction to concepts, interactive instruction through slides and board
• Übung/TutorialProcessing of written and computer-based tasks with real datasets

Teaching method

• Vorlesung mit Folien und TafelInteractive knowledge transfer; students should ask and answer questions
• Tutorials mit betreuter AufgabenarbeitPractical application of the methods on real datasets and guidance by the instructor