Investment & Risk Management (E)
Niveau
Advanced
Learning outcomes of the courses/module
The participants:
• analyze financing models, capital structures and relevant risk parameters and assess their effects on investment decisions.
• develop sophisticated investment and cost-effectiveness calculations and interpret the results critically with regard to uncertainty and market volatility.
• identify real-estate-related risk types and examine their significance for project, portfolio and financing strategies.
• assess behavioral patterns and decision heuristics from a behavioral finance perspective and derive their implications for investment decisions.
• synthesize financial, risk-related and behavioral-economic insights into viable strategies for complex investments.
• analyze financing models, capital structures and relevant risk parameters and assess their effects on investment decisions.
• develop sophisticated investment and cost-effectiveness calculations and interpret the results critically with regard to uncertainty and market volatility.
• identify real-estate-related risk types and examine their significance for project, portfolio and financing strategies.
• assess behavioral patterns and decision heuristics from a behavioral finance perspective and derive their implications for investment decisions.
• synthesize financial, risk-related and behavioral-economic insights into viable strategies for complex investments.
Prerequisites for the course
Fundamentals of investment & financing
Course content
- Financing models
- Investment appraisal and cost-effectiveness analysis taking complex uncertainties into account
- Real-estate-related risk analysis covering market, property, financing and ESG-related risk types
- Behavioral finance in investments
- Application of quantitative risk and valuation methods
- Linking financing, risk and decision-making strategies
- Investment appraisal and cost-effectiveness analysis taking complex uncertainties into account
- Real-estate-related risk analysis covering market, property, financing and ESG-related risk types
- Behavioral finance in investments
- Application of quantitative risk and valuation methods
- Linking financing, risk and decision-making strategies
Recommended specialist literature
- Hull, J. C. (2023). Risk Management and Financial Institutions (6th ed.). John Wiley & Sons.
- Hull, J. C. (2017). Options, Futures, and Other Derivatives (10th ed.). Pearson.
- Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2023). Grundlagen der Finanzierung: verstehen – berechnen – entscheiden (7. Aufl.). Linde Verlag.
- Hull, J. C. (2017). Options, Futures, and Other Derivatives (10th ed.). Pearson.
- Geyer, A., Hanke, M., Littich, E., & Nettekoven, M. (2023). Grundlagen der Finanzierung: verstehen – berechnen – entscheiden (7. Aufl.). Linde Verlag.
Assessment methods and criteria
Portfolio exam
Language
English
Number of ECTS credits awarded
5
Semester hours per week
Planned teaching and learning method
Lectures, discussions, exercises, case studies, group work
Semester/trimester in which the course/module is offered
2