The students study the general Markowitz portfolio theory on optimal portfolio selection with and without risk-free asset. They study problems in the application concerning estimation risk, like the Jobson-Korkie experiment.
- Lehrende(r): Jonathan Berrisch
- Lehrende(r): Paul Ghelasi
- Lehrende(r): Florian Ziel
- Lehrende(r): Monika Zimmermann