| Overview |
- Risk and risk preferences
- Portfolio selection theory (extensions regarding a second source of risk, ESG investing)
- CAPM (Basic form, extensions regarding a second source of risk, ESG-CAPM)
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| Content |
Syllabus |
| Lecture Material |
Download page |
| Sample of old exams |
Download page |
| Examination |
- 120 minutes written module exam at the end of the semester: Asset Pricing Theory/Capital Market Theory
- Admissible auxiliary material: non-programmable pocket calculator
- Structure of the exam
- 60 minutes Asset Pricing Theory and 60 minutes Capital Market Theory
- each part 20 minutes verbal questions, 40 minutes computational tasks
- Computational tasks are taken from the Exercises, verbal questions from the Questions and Answers
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| Room and Time Slot |
- Winter semester
- Monday, 08:15-09:45
- Room: AA 209
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