VVZ API is not affiliated with ETH Zurich. Data might be outdated or incorrect. Please view the official ETHZ Vorlesungsverzeichnis for binding information.
Asset Management: Advanced Investments (University of Zurich)
Last Updated: 2026-02-05 16:02:00
Abstract
Comprehension and application of advanced portfolio theory
Objective
Comprehension and application of advanced portfolio theory
Content
The theoretical part of the lecture consists of the topics listed below. - Standard Markowitz Model and Extensions MV Optimization, MV with Liabilities and CAPM. - The Crux with MV Resampling, regression, Black-Litterman, Bayesian, shrinkage, constrained and robust optimization. - Downside and Coherent Risk Measures Definition of risk measures, MV optimization under VaR and ES constraints. - Risk Budgeting Equal risk contribution, most diversified portfolio and other concentration indices - Regime Switching and Asset Allocation An introduction to regime switching models and its intuition. - Strategic Asset Allocation Introducing a continuous-time framework, solving the HJB equation and the classical Merton problem.
General Information
- Language
- English
- Levels
- MSC
- Frequency
- Yearly recurring
Examination
- Type
- graded semester performance
Course Components
| Type | Title | Time & Place | Hours |
|---|---|---|---|
| lecture |
Asset Management: Advanced Investments (University of Zurich)
**Course at University of Zurich**
|
No time listed | 2 h weekly |
Offered In
-
-
Application Area (Only necessary and eligible for the Master degree in Applied Mathematics. One of the application areas specified must be selected for the category Application Area for the Master degree in Applied Mathematics. At least 8 credits are required in the chosen application area. Credits from other application areas cannot be recognised for further application areas.)
-
-