Sommer Term 18
Vorlesung und Seminar
Stock Market Anomalies and Quantitative Trading Strategies
Das Konzept besteht aus einer Vorlesung (1. Semesterhälfte) mit integriertem Seminar (2. Semesterhälfte), in welchem die Teilnehmer selber Handelsstrategien vorschlagen sollen.
- 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.