TeachingSeminarsMaster
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 2021
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
Aim

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. 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 3 students
Topics Link
Topic allocation Based on preferences
Group and topic application PDF-Form
Schedule 
Kick-off meeting Friday 27.01.2021 2021 10:00 via BBB in StudIP (BBB) (Link)
Application by Friday 29.01.2021 23:59 via email to Victoria Voigts
Topic assignment You will receive an email on Monday 01.02.2021
Binding registration by Thursday 02.02.2021 23:59
Start  Upon registration
Introduction to scientific methods Monday 15.02.2021 10:00 via BBB n StudIP (Link woll be added soon)
Submission of seminar paper by Thursday 20.05.2021 23:59 via email to  Victoria Voigts and two printouts
Presentation End of may / beginning of june