Sommer Term 18

Vorlesung und Seminar

Stock Market Anomalies and Quantitative Trading Strategies

Lecturer:
  • Prof. Dr. Heiko Jacobs
Contact:
Term:
Summer Semester 2018
Cycle:
SS
Time:
mittwochs 10:15 - 14:00 Uhr
Room:
R12 R06 A79
Start:
11.04.2018
Language:
English
Moodle:
Lecture in Moodle
LSF:
Lecture in LSF
Participants:
Linked Lectures:

Learning Targets:

Das Konzept besteht aus einer Vorlesung (1. Semesterhälfte) mit integriertem Seminar (2. Semesterhälfte), in welchem die Teilnehmer selber Handelsstrategien vorschlagen sollen.

 Students

  • have a profound understanding of the most important stock market anomalies,
  • are able to critically reflect to what extent these anomalies can be translated into real-life trading strategies,
  • know the key insights of theoretical, experimental, and empirical research aiming at explaining these anomalies,
  • have a profound understanding of the link between individual behavior in financial markets, market frictions, and resulting return patterns,
  • can evaluate scientific studies accurately, understand the methodology used in leading papers of the field, can interpret estimation results correctly, and analyze them critically,
  • are in a position to identify starting points for their own research and to  present and defend their research proposals in a professional way.