Downside Risk (Master Course)

Downside Risk Buch 2017 Cover

The course Downside Risk addresses relevant topics among the field of risk management, including the

- portfolio selection according to common downside-risk-criteria,

- class of lower partial moments as alternate risk measures, 

- quantification of risk by means of the (conditional) Value at Risk,

- Downside performance measurement and portfolio insurance.

The course is thus recommended for students interested in developing skills related to the downside-oriented portfolio management and market-risk measurement. 

 

More information could you find here.

Last Modification: 28.10.2020 - Contact Person: Webmaster