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

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


General Properties
Title Master Seminar Finance: Asset Pricing & Asset Management
Course number(s) 374001
in Semester SuSe 2020
Offered only SuSe
General TopicAsset 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 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. 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 the application in groups of less than 3 students
Topics Link
Topic allocation Based on preferences
Group and topic application PDF-Form
Advance registration / Application until Wednesday, 5th February 2020, 11:30 a.m., room I-044
Prelimenary Meeting / Topic presentation / Kick-Off-Meeting Friday, 31st January 2020, 4:15 p.m. - 5:15 p.m., room I-063
Topic allocation Until Friday, 7th February 2020
Registration deadline Until Tuesday, 11th February 2020, 11:30 a.m., room I-044
Start of the seminar With registration
Submission seminar Friday, 15th May 2020, 11:30 a.m., room I-044
Submission presentation -
Presentation   End of May / beginning of June