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Asset Management

WI000231Master's Modules6 ECTSEnglishwinter semesterLehrstuhl für Digital Finance (Prof. Weigert)
AI-edited module sheet. Based on the TUMonline module description, edited for readability.Original in TUMonline

What it is about

In this module you will learn the theoretical foundations of asset management as well as practical applications to solve typical tasks (e.g., portfolio optimization). By the end you will be able to apply risk and utility concepts, optimize portfolios under different constraints, use basic asset-pricing models, and measure portfolio performance.

What you will be able to do

  • Understand utility and relate it to risk preferences
  • Compute basic continuum-of-utility measures (absolute/relative risk aversion, expected utility, certainty equivalent, risk premium)
  • Compute optimal portfolio allocation in the Markowitz mean-variance framework
  • Understand Capital Asset Pricing Model (CAPM) fundamentally
  • Apply CAPM and variants and recognize their limits
  • Apply additional asset-pricing models and differentiate their use cases
  • Apply methods and process of portfolio performance measurement

What the module consists of

  • LectureConveying fundamentals, theoretical concepts and practical examples
  • TutorialsApplication of theory to concrete tasks; demonstration of portfolio optimization with Excel
  • Guest lecturesInsights into practice

Teaching method

  • LectureIntroduction to basic knowledge, theories and examples
  • Discussions / active participationDeepening understanding through controversial discussions
  • Exercises with practical applicationConcretization of what was learned and training of practical skills (e.g., Excel Solver)
  • Guest lecturesPractitioner insights and applications

Dates

ExerciseAsset Management - Übung (WI000231, englisch)

  • Tue11:30–13:00Theresianum, 0606, Hörsaal ansteigend, ohne exp. B (0506.EG.606)
    15× · 13.10.–02.02.
    • 13.10.
    • 20.10.
    • 27.10.
    • 03.11.
    • 10.11.
    • 17.11.
    • 24.11.
    • 01.12.
    • 08.12.
    • 15.12.
    • 22.12.
    • 12.01.
    • 19.01.
    • 26.01.
    • 02.02.

LectureAsset Management (WI000231, englisch)

  • Tue09:45–11:15Theresianum, 0606, Hörsaal ansteigend, ohne exp. B (0506.EG.606)
    14× · 13.10.–02.02.
    • 13.10.
    • 20.10.
    • 27.10.
    • 03.11.
    • 17.11.
    • 24.11.
    • 01.12.
    • 08.12.
    • 15.12.
    • 22.12.
    • 12.01.
    • 19.01.
    • 26.01.
    • 02.02.

From the current semester, not binding.

Show TUMonline data
Sprache
Englisch
Turnus
Wintersemester
Modulniveau
Master
Moduldauer
Einsemestrig
Gesamtstunden
180
Präsenzstunden
60
Eigenstudiumstunden
120
Organisationsname
Lehrstuhl für Digital Finance (Prof. Weigert)

Courses

  • Asset Management
  • Asset Management
  • Übung Asset Management

Official page in TUMonline · Details are not binding.