Sommersemester 18

Vorlesung und Seminar

Stock Market Anomalies and Quantitative Trading Strategies

Dozent:
  • Prof. Dr. Heiko Jacobs
Ansprechpartner:
Semester:
Sommersemester 2018
Turnus:
SS
Termin:
mittwochs 10:15 - 14:00 Uhr
Raum:
R12 R06 A79
Beginn:
11.04.2018
Sprache:
englisch
Moodle:
Veranstaltung in Moodle
LSF:
Veranstaltung im LSF
Hörerschaft:
Verknüpfte Veranstaltungen:

Qualifikationsziele:

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.