Sommersemester 2025
Seminar
Selected Topics in Risk Management
- Lecturer:
- Pascal Hasenmaier, M.Sc.
- Prof. Dr. Rüdiger Kiesel
- Contact:
- Term:
- Summer Semester 2025
- Cycle:
- Sommersemester/Wintersemester
- Time:
- wednesday 2-4pm
- Room:
- S06 S00 A16
- Language:
- English
- LSF:
- Lecture in LSF
Description:
Im Sommersemester 2025 bieten wir das Seminar "Selected Topics in Risk Management" an.
Das Seminar behandelt das Thema „Impact Investing”.
Kurzbeschreibung: 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.
Begleitende Literatur findet sich unten.
Bei Interesse bitten wir um Anmeldung für das Seminar "Selected Topics in Risk Management".
Informationen zu Anmeldung und Ablauf der Seminare finden Sie unter Studium & Lehre / Seminare.
Learning Targets:
Students are able to
- interpret and discuss results of a paper critically, and put them into economically meaningful context.
- summarize a scientific paper and present its content in a scientific talk.
Methods of Assessment:
Preparation of a seminar paper (20-30 pages) and its presentation (15-20 minutes).
Formalities:
Information on the registration process and the organization of the seminars can be found under Teaching / Seminars.