Master Seminar Finance: Asset Pricing & Asset Management (374001)

Master Seminar Finance: Asset Pricing & Asset Management (374001)

Seminar Fact Sheet

General Properties
Title Master Seminar Finance: Asset Pricing & Asset Management
Course number(s) 374001
in Semester SuSe 2022
Offered only SuSe
General Topic Asset Pricing and Asset Management
Target group

MSc WiWi PO 2018

Places Offered 20
Language EN
Location internal Seminar
Practice partner No
Type block seminar
Preparation of the Thesis during the term time / outside term time
Requirements and Support

Students write a term paper (Seminararbeit) on different topics of finance and present their work in a final meeting which also includes group discussion.

Prerequisites Advanced Asset Pricing / Financial Markets and Investments I: Asset Pricing (173300) is recommended
Supportive prerequisites Programming for Finance (273013) is recommended
Formal guidelines Guidelines for  writing seminar papers
General Literature Cochrane, J. H. (2009). Asset pricing: Revised Edition. Princeton University Press.
Basic literatur for entry Yes
Methods An empirical research or a simulation study create the basis of the paper
Software R / Matlab (recommended)
Word processing software LaTeX (recommended)
Page count 25 (group of 3), 20 (group of 2), 15 (alone)
Consultations with supervisor Several possible
Performance requirements / Evaluation Obligation to attend, written part 60% / presentation 40%
Examiner Prof. Dr. Marcel Prokopczuk
Contact M.Sc. Victoria Voigts
Group Work and Topic Allocation
Group work Required
Group size 2-3
Group allocation Based on prefernces of the students, allocation by the institute if proposed group consists of fewer than 2 students
Topics Link
Topic allocation Based on preferences
Group and topic application PDF-Form
Kick-off meeting Friday, 28th January 2022 10:00 a.m. via BBB in StudIP (BBB) (Link)
Application by Monday, 31st  January 2022 11:59 p.m. via email to Victoria Voigts
Topic assignment You will receive an email by Wednesday, 2nd February 2022
Binding registration by Friday, 4th February 2022, 11:59 p.m.
Start  Upon registration
Introduction to scientific methods Monday, 14th February 2022, 02:30 p.m. in I-063
Submission of seminar paper by Friday, 20th May 2022, 11:59 p.m. via email to  Victoria Voigts and one printouts
Presentation End of May / beginning of June