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401-8910-58L 3 Credits NDS D-MATH

Applied Portfolio Theory

Lecturers & Examiners: Philippe Rohner, Dr. Felix Morger
VVZ CR n/a

Last Updated: 2026-02-05 15:23:57

Abstract

The seminar- focuses on the most recent innovations in asset allocation with a special view on the econometric problems involved in the practical implementation of asset allocation models;- provides the tools needed to succeed in managing portfolios;- covers a wide range of important topics including the major approaches to single and multi period portfolio analysis, etc.

Content

The seminar focuses on the most recent innovations in asset allocation with a special view on the econometric problems involved in the practical implementation of asset allocation models. The seminar provides the students with the tools they need to succeed in managing portfolios. The seminar covers a wide range of important topics including the major approaches to single and multi period portfolio analysis, estimation and optimization issues, factor analysis, Markov switching, Baysian estimation.

General Information

Language
English
Levels
NDS
Frequency
Yearly recurring

Examination

Type
ungraded semester performance

Course Components

Type Title Time & Place Hours
seminar Applied Portfolio Theory
**Kurs an der Uni Zürich** Lehrveranstaltungsnummer: 364 Ort: PLD E 04
  • Wed 12:15-13:45
  • Wed None-None
2 h weekly

Offered In