In the summer term 2025 we offer the seminar "Selected Topics in Risk Management".

The seminar deals with the topic „Impact Investing”.
Short description: The seminar presents Lo and Zhang's framework for constructing and optimizing impact portfolios using advanced methods like order statistics and copulas. You will learn how to quantify performance and design ESG portfolios with specific dependence structures and return distributions.

Accompanying literature can be found below.

If you are interested in the seminar, please register for "Selected Topics in Risk Management".
Information on the registration process and the organization of the seminars can be found under Teaching / Seminars.