Downside Risk (Master Course)

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.

 

Winter term 25/26

EXAM on February 09., from 11:00 a. m. to 12 p. m. 

Permitted aids for Downside Risk:

Dear students,

For the exam in Downside Risk, you are permitted to use a non-programmable calculator, an English dictionary without handwritten notes or markings, and one handwritten A4 formula sheet (one side only).

Please note that only formulas are allowed on the sheet—no explanations, comments, or descriptions. The formula sheet must be handwritten (no printouts), and the back side must remain blank. You are required to hand in the formula sheet at the end of the exam together with your exam paper.