040028 KU Portfolio Management (MA) (2019S)
- Registration is open from Mo 11.02.2019 09:00 to We 20.02.2019 12:00
- Registration is open from Tu 26.02.2019 09:00 to We 27.02.2019 12:00
- Deregistration possible until Th 14.03.2019 23:59
Classes (iCal) - next class is marked with N
Aims, contents and method of the course
Assessment and permitted materials
This course is taught in S2019 based on a mixture of lectures, tutorials and laboratories
or computer sessions. Please refer to your timetable for dates, times and locations
of classes, noting that these are subject to change. You should check your timetable
Minimum requirements and assessment criteria
The course will be assessed based on written (final, homework, quizzes) and oral (presentations,
active participation) types of examinations. Specifically:
– The final exam will carry 50% of the full mark.
– Homework will carry 25% of the full mark.
– Active participation will carry another 25% of the full mark.
will be posted at the end of the lecture notes for each topic covered:
– Bodie Z., Kane A., and A. Marcus (2014). Investments, 10th (Global) Edition. McGraw-
– Elton E., Gruber M., Brown S., and Goetzmann W. (2014). Modern Portfolio Theory
and Investment Analysis, 9th Edition.
– Pedersen, L., H., (2015). Efficiently Inefficient. Princeton University Press.
– Hull, J., C., (2012, 2018). Options, Futures, and Other Derivatives, 8th / 9th Edition.